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1 Ergebnisse
1
Optimal Hedge Ratio Estimation for Bitcoin Futures using Ka..:
, In:
2023 IEEE International Conference on Blockchain and Cryptocurrency (ICBC)
,
Matsui, Toshiko
;
Knottenbelt, William J.
- p. 1-5 , 2023
Link:
https://doi.org/10.1109/ICBC56567.2023.10174915
RT T1
2023 IEEE International Conference on Blockchain and Cryptocurrency (ICBC)
: T1
Optimal Hedge Ratio Estimation for Bitcoin Futures using Kalman Filter
UL https://suche.suub.uni-bremen.de/peid=ieee-10174915&Exemplar=1&LAN=DE A1 Matsui, Toshiko A1 Knottenbelt, William J. YR 2023 SN 2832-8906 K1 Performance evaluation K1 Instruments K1 Bitcoin K1 Market research K1 Real-time systems K1 Trajectory K1 State-space methods K1 futures market K1 optimal hedge ratio K1 constant coeffi-cient K1 time-varying parameters K1 state-space modelling K1 Kalman filter SP 1 OP 5 LK http://dx.doi.org/https://doi.org/10.1109/ICBC56567.2023.10174915 DO https://doi.org/10.1109/ICBC56567.2023.10174915 SF ELIB - SuUB Bremen
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