Dataset Groups Activity Stream Hedging Cryptocurrency options The dataset contains Bitcoin price history from April 2019 to June 2020, with daily returns, volatility, and jump sizes. BibTex: @dataset{Jovanka_Matic_and_Natalie_Packham_and_Wolfgang_Karl_2024, abstract = {The dataset contains Bitcoin price history from April 2019 to June 2020, with daily returns, volatility, and jump sizes.}, author = {Jovanka Matic and Natalie Packham and Wolfgang Karl}, doi = {10.57702/qqerdbt3}, institution = {No Organization}, keyword = {'Bitcoin', 'Jumps', 'Risk Management', 'Volatility'}, month = {dec}, publisher = {TIB}, title = {Hedging Cryptocurrency options}, url = {https://service.tib.eu/ldmservice/dataset/hedging-cryptocurrency-options}, year = {2024} }
