{"title":"从比特币期权价格和实现收益中恢复风险规避能力","authors":"Zhiyong Cheng","doi":"10.1080/13504851.2024.2381564","DOIUrl":null,"url":null,"abstract":"This study recovers the Bitcoin option-implied risk aversion by jointly estimating a cross-sectional dataset of option prices and time-series data of realized returns on underlying asset prices. Th...","PeriodicalId":1,"journal":{"name":"Accounts of Chemical Research","volume":null,"pages":null},"PeriodicalIF":16.4000,"publicationDate":"2024-07-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Recovering risk aversion from Bitcoin option prices and realized returns\",\"authors\":\"Zhiyong Cheng\",\"doi\":\"10.1080/13504851.2024.2381564\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This study recovers the Bitcoin option-implied risk aversion by jointly estimating a cross-sectional dataset of option prices and time-series data of realized returns on underlying asset prices. Th...\",\"PeriodicalId\":1,\"journal\":{\"name\":\"Accounts of Chemical Research\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":16.4000,\"publicationDate\":\"2024-07-22\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Accounts of Chemical Research\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/13504851.2024.2381564\",\"RegionNum\":1,\"RegionCategory\":\"化学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"CHEMISTRY, MULTIDISCIPLINARY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Accounts of Chemical Research","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/13504851.2024.2381564","RegionNum":1,"RegionCategory":"化学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"CHEMISTRY, MULTIDISCIPLINARY","Score":null,"Total":0}
Recovering risk aversion from Bitcoin option prices and realized returns
This study recovers the Bitcoin option-implied risk aversion by jointly estimating a cross-sectional dataset of option prices and time-series data of realized returns on underlying asset prices. Th...
期刊介绍：
Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance.
Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.
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