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Justification Insights by nelsonpinheiro is a document available to read on EtoBox.

What is Justification Insights about?

The document emphasizes the importance of aligning timestamps in Bitcoin trading with traditional assets to avoid biases in spillover and tail-risk analyses. It recommends using synchronous pairing of trading data to ensure accurate measurement of volatility and systemic risk, while cautioning against practices like filling closed-market periods with artificial data. Best practices for researchers include employing inner joins for data alignment, avoiding zero-return imputation, and documenting preprocessin

Author

nelsonpinheiro

Language

EN