Bitcoin volatility and the introduction of bitcoin futures : a portfolio construction approach
Year of publication: |
2023
|
---|---|
Authors: | Bouteska, Ahmed ; Harasheh, Murad |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 57.2023, p. 1-10
|
Subject: | Bitcoin | Bitcoin futures | GARCH model | Portfolio construction | Realized volatility | Volatilität | Volatility | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Elektronisches Geld | Electronic money | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income |
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