Data

Deribit's Options Data

The University of Western Australia
Hoang, Lai ; Baur, Dirk
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This repository contains data collected from the bitcoin options exchange Deribit and the R codes used in the following paper: Lai T. Hoang, Dirk G. Baur, 2020, Forecasting Bitcoin Volatility: Evidence from the Options Market.

Created: 2020-02-12 to 2020-02-12

Issued: 2020-04-30

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Deribit | bitcoin | bitcoin options | implied volatility | volatility forecasting |

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