SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Risk management of Bitcoin futures with GARCH models · Study

ArticleShelves

ArticleRisk management of Bitcoin futures with GARCH models

Zi‐Yi Guo2021

Article2021

Risk management of Bitcoin futures with GARCH models

23 citations·0/0 files stored·Finance research letters

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Stochastic processes and financial applications Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 23 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1993A long memory property of stock market returns and a new model 1998Evaluating Interval Forecasts 1995Techniques for Verifying the Accuracy of Risk Measurement Models 1994Threshold heteroskedastic models 2015Bitcoin, gold and the dollar – A GARCH volatility analysis

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2019Forecasting Bitcoin risk measures: A robust approacharticle · 11 shared references 2021A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assetsarticle · 11 shared references 2019Modelling Volatility Dynamics of Cryptocurrencies Using GARCH Modelsarticle · 10 shared references 2017GARCH Modelling of Cryptocurrenciesarticle · 9 shared references 2019Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH modelsarticle · 9 shared references 2019Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approacharticle · 9 shared references

Details

Year2021

Typearticle

Published2021-06-06

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations23

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.frl.2021.102197

openalex_workW3171461985

Links

Imported from OpenAlex (CC0) — nothing here is generated.