The Bitcoin VIX and Its Variance Risk Premium
Author:
Publisher
Pageant Media US
Subject
Economics and Econometrics,Finance
Cited by 15 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Arbitrage opportunities and efficiency tests in crypto derivatives;Journal of Financial Markets;2024-08
2. Bitcoin Volatility and Intrinsic Time Using Double-Subordinated Lévy Processes;Risks;2024-05-20
3. Implied Impermanent Loss: A Cross-Sectional Analysis of Decentralized Liquidity Pools;SSRN Electronic Journal;2024
4. Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices;Stats;2023-12-12
5. Understanding the risks associated with wallets, depository services, trading, lending, and borrowing in the crypto space;Journal of Infrastructure, Policy and Development;2023-10-18
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