Work

Volatility models for cryptocurrencies and applications in the options market

Year: 2021

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/j.intfin.2021.101421

Authors: Yeguang Chi, Wenyan Hao

Institutions: University of Auckland, University of Leicester

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3199113192

FWCI: 4.353

Cites: 30

Cited by: 32

Related to: 10