Zhiyong Cheng

University of International Business and Economics (UIBE)

10, Huixin Dongjie

Changyang District

Beijing, Beijing 100029

China

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Scholarly Papers (1)

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Liquidation, Leverage and Optimal Margin in Bitcoin Futures Markets

Number of pages: 21 Posted: 18 Feb 2021
Zhiyong Cheng, Jun Deng, Tianyi Wang and Mei Yu
University of International Business and Economics (UIBE), University of International Business and Economics (UIBE) - School of Banking and Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and University of International Business and Economics (UIBE)
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Abstract:

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Bitcoin futures; Liquidation; Margin; Leverage; Generalized extreme value theory