The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns
Chuanhai Zhang, Huan Ma, Gideon Bruce Arkorful, Zhe Peng
Topics & Concepts
Futures contractVolatility (finance)EconomicsLeverage effectEconometricsLeverage (statistics)Financial economicsVolatility swapForward volatilityVolatility smileRealized varianceAutoregressive conditional heteroskedasticityImplied volatilityMathematicsStatisticsBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityComplex Systems and Time Series Analysis