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Cogent Economics & Finance Volume 8, 2020 - Issue 1
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FINANCIAL ECONOMICS

Price discovery in the cryptocurrency option market: A univariate GARCH approach

Pierre J. Venter1 Department of Finance and Investment Management, University of Johannesburg, PO Box 524, Aucklandpark2006, South Africa;2 Department of Actuarial Science, University of Pretoria, Private Bag X20, Hatfield0028, South AfricaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-7304-5806View further author information
ORCID Icon,
Eben Mare3 Department of Mathematics and Applied Mathematics, University of Pretoria, Private Bag X20, Hatfield0028, South AfricaORCID Iconhttps://orcid.org/0000-0001-5966-3296View further author information
ORCID Icon &
Edson Pindza3 Department of Mathematics and Applied Mathematics, University of Pretoria, Private Bag X20, Hatfield0028, South AfricaView further author information
|
David McMillan4 University of Stirling, Stirling, UKView further author information
(Reviewing editor)
Article: 1803524 | Received 12 May 2020, Accepted 22 Jul 2020, Published online: 31 Aug 2020

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