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Bitcoin intraday time series momentum

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Periodicity in cryptocurrency volatility and liquidity

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The impact of expected and unexpected events on Bitcoin price development : introduction of futures market and COVID-19

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The development of Bitcoin futures : exploring the interactions between cryptocurrency derivatives

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Implied volatility estimation of bitcoin options and the stylized facts of option pricing

Zulfiqar, Noshaba; Gulzar, Saqib - In: Financial innovation : FIN 7 (2021), pp. 1-30

Deribit Bitcoin Futures and Options Exchange, a Netherlands-based cryptocurrency derivative exchange. The estimated results …The recently developed Bitcoin futures and options contracts in cryptocurrency derivatives exchanges mark the beginning … trade and hedge volatile swings in Bitcoin prices effectively. The violation of constant volatility and the log …

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Bitcoin futures : trade it or ban it?

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