Bitcoin option pricing with a SETAR-GARCH model

European Journal of Finance 2020 / 10

Bitcoin option pricing with a SETAR-GARCH model

Siu, Tak Kuen, Elliott, Robert J.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Journal:
The European Journal of Finance
DOI:
10.1080/1351847x.2020.1828962
Date:
October, 2020
File:
PDF, 2.81 MB
2020
Conversion to is in progress
Conversion to is failed