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

MLA

Venter, Pierre J., et al. “Price Discovery in the Cryptocurrency Option Market: A Univariate GARCH Approach.” Cogent Economics & Finance, vol. 8, no. 1, Jan. 2020, pp. 1–20. EBSCOhost, https://doi.org/10.1080/23322039.2020.1803524.

APA

Venter, P. J., Mare, E., Pindza, E., & McMillan, D. (2020). Price discovery in the cryptocurrency option market: A univariate GARCH approach. Cogent Economics & Finance, 8(1), 1–20. https://doi.org/10.1080/23322039.2020.1803524

Chicago

Venter, Pierre J., Eben Mare, Edson Pindza, and David McMillan. 2020. “Price Discovery in the Cryptocurrency Option Market: A Univariate GARCH Approach.” Cogent Economics & Finance 8 (1): 1–20. doi:10.1080/23322039.2020.1803524.