Liquidation, leverage and optimal margin in bitcoin futures markets
Year of publication: |
2021
|
---|---|
Authors: | Cheng, Zhiyong ; Deng, Jun ; Wang, Tianyi ; Yu, Mei |
Subject: | Bitcoin futures | generalized extreme value theory | leverage | liquidation | margin | Kapitalstruktur | Capital structure | Virtuelle Währung | Virtual currency | Theorie | Theory | Derivat | Derivative | Finanzmarktregulierung | Financial market regulation | Betriebliche Liquidität | Corporate liquidity | Liquidität | Liquidity |
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