Name of Quantlet: CCID

Published in: Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies

Description: Data visualisation for the RotM DP

Keywords: CRIX, high frequency data, cryptocurrency

See also: CCIDcorr, CCIDHistRet, CCIDHistReturnsDensity, CCIDHistVola, CCIDReturns, CCIDvolaGAM, CCIDvolumeGAM

Author: Alla Petukhina, Raphael Reule

Submitted: Tue, Apr 14 2020 by Raphael Reule

Example: etc_HF_60min.pdf, eth_HF_60min.pdf, btc_HF_60min.pdf