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
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The intraday seasonality of volatility and trading volume in the cryptocurrency market
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