Hedging cryptos with Bitcoin futures

DOI10.1080/14697688.2023.2187316zbMath1519.91266OpenAlexW4361271044MaRDI QIDQ6158443

Unnamed Author, Meng-Jou Lu, Natalie Packham, Wolfgang Karl Härdle

Publication date: 20 June 2023

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/249173

zbMATH Keywords

risk managementcryptocurrencieshedging copulas

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Derivative securities (option pricing, hedging, etc.) (91G20)

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