Work

Forecasting Bitcoin Volatility: Evidence from the Options Market

Year: 2020

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.22144

Authors: Lai T. Hoang, Dirk G. Baur

Institutions: National Economics University, The University of Western Australia

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3020023952

FWCI: 4.928

Cites: 48

Cited by: 38

Related to: 10