@misc{chi2020horserace, title={A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets}, author={Yeguang Chi and Wenyan Hao}, year={2020}, eprint={2010.07402}, archivePrefix={arXiv}, primaryClass={q-fin.ST}, url={https://arxiv.org/abs/2010.07402} }