Work

Minimum-Variance Hedging of Bitcoin Inverse Futures

Year: 2020

Type: article

Source: Applied Economics

DOI: 10.1080/00036846.2020.1789549

Authors: Jun Deng, Huifeng Pan, Shuyu Zhang, Bin Zou

Institutions: University of International Business and Economics, Zhongnan University of Economics and Law, University of Connecticut

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: University of Connecticut, National Natural Science Foundation of China

Award: G3159474428

OpenAlex ID: W3041040920

FWCI: 3.637

Cites: 25

Cited by: 21

Related to: 10