Deribit's Options Data

Name: Deribit's Options Data
Creator: The University of Western Australia
Published: 2024-12-14T15:07:15+08:00

Research Data Australia2024-12-14 收录

比特币期货

金融市场

数据链接：

https://researchdata.edu.au/deribits-options-data/1591533 数据链接链接失效反馈

官方服务：

资源简介：

This repository contains data collected from the bitcoin options exchange Deribit and the R codes used in the following paper: Lai T. Hoang, Dirk G. Baur, 2020, Forecasting Bitcoin Volatility: Evidence from the Options Market.

提供机构：

The University of Western Australia

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1-Month Eurodollar Deposit Rate (London)

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Jacob_Marsh_Thesis_Supplemental_Material

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After system calibration raw data for 5 runs Hackett Road and 5 runs Riverside Drive

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Deribit's Options Data

资源简介：

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