Volatility models for cryptocurrencies and applications in the options market
Yeguang Chi, Wenyan Hao
| Year of publication: |
2021
|
|---|---|
| Authors: | Chi, Yeguang ; Hao, Wenyan |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 75.2021, p. 1-19
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| Subject: | Cryptocurrency trading | Option pricing | Volatility estimation | Volatility forecasting | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2021.101421 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012820318