Academic Thesis

Basic information

Name Nan Zheng
Belonging department 国際リベラルアーツ学部 国際リベラルアーツ学科
Occupation name 特任講師
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Title 

Bitcoin-based triangular arbitrage with the euro/us dollar as a foreign futures hedge: Modeling with a bivariate garch model.

					

					

						

							

								

									
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Author 

									
								

							

						

						
Nan Zheng
Kaizoji Taisei

					

					

						

							

								

									
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Magazine(name) 

									
								

							

						

						
Quantitative Finance and Economics

					

					

						

							

								

									
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Quantitative Finance and Economics

					

					

						

							

								

									
Volume 

									
								

							

						

						
3(2)

					

					

						

							

								

									
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347-365

					

					

						

							

								

									
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201906

					

					

						

							

								

									
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International Journal 

									
								

							

						

						
 

					

					

						

							

								

									
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