Insights on Cryptocurrency Dynamics
Bitcoin Pricing Kernels are inferred using a novel data set from Derib...
Crypto Hedging strategies based on the paper Hedging Cryptocurrency Op...
Bitcoin Pricing Kernels are inferred using a novel data set from Deribit, one of the largest Bitcoin derivatives exchanges. T..
Crypto Hedging strategies based on the paper Hedging Cryptocurrency Options.
this course conducts a methodological and empirical comparison of CC indices
Short introduction to drivers of digital asset prices and how to use high frequency econometrics to identify them