The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns
Chuanhai Zhang, Huan Ma, Gideon Bruce Arkorful, Zhe Peng
| Year of publication: |
2023
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|---|---|
| Authors: | Zhang, Chuanhai ; Ma, Huan ; Arkorful, Gideon Bruce ; Peng, Zhe |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 86.2023, p. 1-17
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| Subject: | Asymmetry | Bitcoin | Futures-trading activity | GARCH models | Volatility | Volatilität | ARCH-Modell | ARCH model | Virtuelle Währung | Virtual currency | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102497 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014248982