Arben Imeraj

University of Sussex

Sussex House

Falmer

Brighton, Sussex BNI 9RH

United Kingdom

SCHOLARLY PAPERS

1

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325

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0

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Scholarly Papers (1)

1.

The Bitcoin VIX and its Variance Risk Premium

Forthcoming in the Journal of Alternative Investments
Number of pages: 28 Posted: 13 May 2019 Last Revised: 31 Jul 2020
Carol Alexander and Arben Imeraj
University of Sussex Business School and University of Sussex
Downloads 325 (103,832)

Abstract:

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Cryptocurrency, Derivatives, Futures, Implied Volatility, Options, Realised Volatility, Fear Gauge, VXBT