Work

Risk management of Bitcoin futures with GARCH models

Year: 2021

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2021.102197

Author: Zi-Yi Guo

Institution: Vanderbilt University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3171461985

FWCI: 3.731

Cites: 33

Cited by: 23

Related to: 10