Finding 5727Emerging EvidenceValidation V0
Traditional VAR models underestimate arbitrage trades due to numerous zero observations, a gap filled by integrating trader type information, refining methods and revealing price impact differences in decentralized market trading.
82%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting82% linkage confidence
Traditional VAR models underestimate arbitrage trades due to numerous zero observations, a gap filled by integrating trader type information, refining methods and revealing price impact differences in decentralized market trading.
key_findings bullet 2 · key_findings
Inspect source: Measuring DeFi Price Impact and A New Empirical Market Microstructure Model →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.