Zhiyong Cheng

University of International Business and Economics (UIBE)

10, Huixin Dongjie

Changyang District

Beijing, Beijing 100029

China

  • University of International Business and Economics (UIBE)

SCHOLARLY PAPERS

1

DOWNLOADS

89

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

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)
Downloads 89 (452,582)

Abstract:

Loading...

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