"Optimal Hedge Ratio Estimation for Bitcoin Futures using Kalman Filter."

Toshiko Matsui, William J. Knottenbelt (2023)

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DOI: 10.1109/ICBC56567.2023.10174915

access: closed

type: Conference or Workshop Paper

metadata version: 2023-07-21

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Toshiko Matsui, William J. Knottenbelt:
Optimal Hedge Ratio Estimation for Bitcoin Futures using Kalman Filter. ICBC 2023: 1-5

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