Risk management of Bitcoin futures with GARCH models

Published 2021 View Full Article

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Title
Risk management of Bitcoin futures with GARCH models
Authors
Keywords
Bitcoin, Value-at-risk, Heavy-tailed distribution
Journal
Finance Research Letters
Volume -, Issue -, Pages 102197
Publisher
Elsevier BV
Online
2021-06-07
DOI
10.1016/j.frl.2021.102197
References
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