Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? Evidence from GARCH-jump models[J] FINANCE RESEARCH LETTERS 2022(47) Zhang, Chuanhai Chen, Haicui Peng, Zhe
The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns[J] INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 2023(86) Zhang, Chuanhai Ma, Huan Arkorful, Gideon Bruce Peng, Zhe
Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns[J] ECONOMIC MODELLING 2023(119) Zhang, Chuanhai Zhang, Zhengjun Xu, Mengyu Peng, Zhe
Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market*[J] PACIFIC-BASIN FINANCE JOURNAL 2023(78) Zhang, Chuanhai Ma, Huan Liao, Xiaosai
