Univariate and multivariate GARCH models applied to Bitcoin futures option pricing
Year of publication: |
2021
|
---|---|
Authors: | Venter, Pierre J. ; Maré, E. |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 14.2021, 6, p. 1-14
|
Publisher: |
Basel : MDPI |
Subject: | Bitcoin | futures options | GARCH | multivariate |
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