Replication package for "Tests for No-Arbitrage in Cryptocurrency Markets"

Description

This repository contains the MATLAB codes and price data along with the README document to reproduce the empirical results in the manuscript.

Steps to reproduce

For replication, please refer to the README document and execute the Master_Script.m in the specified order. Detailed descriptions regarding the components of the Master_Script.m, their purpose, associated helper functions, and output are provided in the README document.

Institutions

• York University

  Ontario, Toronto

Categories

Licence