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Jovanka Lili Matic

Personal Details

First Name:Jovanka
Middle Name:Lili
Last Name:Matic
Suffix:
RePEc Short-ID:pma3119
[This author has chosen not to make the email address public]
https://www.wiwi.hu-berlin.de/de/forschung/irtg/participating-faculty/students/personal-pages/jovank

Affiliation

IRTG 1792 High Dimensional Nonstationary Time Series, Humboldt-Universität zu Berlin

https://www.wiwi.hu-berlin.de/de/forschung/irtg/home
Berlin

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jovanka Lili Matic & Natalie Packham & Wolfgang Karl Hardle, 2021. "Hedging Cryptocurrency Options," Papers 2112.06807, arXiv.org, revised Dec 2022.

Articles

  1. Jovanka Lili Matic & Natalie Packham & Wolfgang Karl Härdle, 2023. "Hedging cryptocurrency options," Review of Derivatives Research, Springer, vol. 26(1), pages 91-133, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Jovanka Lili Matic & Natalie Packham & Wolfgang Karl Hardle, 2021. "Hedging Cryptocurrency Options," Papers 2112.06807, arXiv.org, revised Dec 2022.

    Cited by:

    1. Sami Ben Jabeur & Giray Gozgor & Hichem Rezgui & Kamel Si Mohammed, 2024. "Dynamic dependence between quantum computing stocks and Bitcoin: Portfolio strategies for a new era of asset classes," Post-Print hal-04679103, HAL.
    2. Danial Saef & Odett Nagy & Sergej Sizov & Wolfgang Karl Härdle, 2024. "Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data," Digital Finance, Springer, vol. 6(4), pages 605-638, December.
    3. Carol Alexander & Ding Chen & Arben Imeraj, 2023. "Crypto quanto and inverse options," Mathematical Finance, Wiley Blackwell, vol. 33(4), pages 1005-1043, October.
    4. Felföldi-Szűcs, Nóra & Králik, Balázs & Váradi, Kata, 2024. "Put–call parity in a crypto option market — Evidence from Binance," Finance Research Letters, Elsevier, vol. 61(C).
    5. Elisa Al`os & Eulalia Nualart & Makar Pravosud, 2023. "On the implied volatility of Inverse options under stochastic volatility models," Papers 2401.00539, arXiv.org, revised Sep 2024.

Articles

  1. Jovanka Lili Matic & Natalie Packham & Wolfgang Karl Härdle, 2023. "Hedging cryptocurrency options," Review of Derivatives Research, Springer, vol. 26(1), pages 91-133, April.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ORE: Operations Research (4) 2021-12-13 2021-12-13 2022-01-17 2022-01-31. Author is listed
  2. NEP-PAY: Payment Systems and Financial Technology (3) 2021-12-13 2022-01-17 2022-01-31. Author is listed
  3. NEP-RMG: Risk Management (3) 2021-12-13 2022-01-17 2022-01-31. Author is listed
  4. NEP-CWA: Central and Western Asia (2) 2021-12-13 2022-01-17. Author is listed
  5. NEP-FMK: Financial Markets (2) 2021-12-13 2022-01-31. Author is listed

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