Price discovery in the cryptocurrency option market : a univariate GARCH approach
Year of publication: |
2020
|
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Authors: | Venter, Pierre J. ; Maré, E. ; Pindza, Edson |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 8.2020, 1, Art.-No. 1803524, p. 1-9
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Subject: | CRIX | cryptocurrencies | GARCH | option pricing | volatility surface | ARCH-Modell | ARCH model | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Virtuelle Währung | Virtual currency |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2020.1803524 [DOI] hdl:10419/269954 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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