Dataset Groups Activity Stream Pricing cryptocurrencies: Modelling the ETHBTC spot-quotient variation as a diffusion process The ETHBTC Spot-quotient variation is calculated using the formula: ln (ETHBTC [ i])−ln (ETHUSDT [i]/BTCUSDT [i]) BibTex: @dataset{Sidharth_Mallik_2024, abstract = {The ETHBTC Spot-quotient variation is calculated using the formula: ln (ETHBTC [ i])−ln (ETHUSDT [i]/BTCUSDT [i])}, author = {Sidharth Mallik}, doi = {10.57702/7l61yruc}, institution = {No Organization}, keyword = {'BTCUSDT', 'ETHBTC', 'ETHUSDT', 'Mean-reversion', 'Ornstein-Uhlenbeck process'}, month = {dec}, publisher = {TIB}, title = {Pricing cryptocurrencies: Modelling the ETHBTC spot-quotient variation as a diffusion process}, url = {https://service.tib.eu/ldmservice/dataset/pricing-cryptocurrencies--modelling-the-ethbtc-spot-quotient-variation-as-a-diffusion-process}, year = {2024} }
