Rough volatility and trading volume of Bitcoin

JSAI Technical Report, Type 2 SIG

Online ISSN : 2436-5556

Rough volatility and trading volume of Bitcoin

Tetsuya TAKAISHI

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RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

2019 Volume 2019 Issue FIN-022 Pages 19-

DOI https://doi.org/10.11517/jsaisigtwo.2019.FIN-022_19

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[in Japanese]

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© 2019 Authors

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