Cointegrated portfolios and volatility modeling in the cryptocurrency market
Year of publication: |
[2024]
|
---|---|
Authors: | Gabriel, Stefan ; Kunst, Robert M. |
Publisher: |
Wien : Institut für Höhere Studien - Institute for Advanced Studies (IHS) |
Subject: | cryptocurrencies | bitcoin volatility | realized variance | jump variation | cointegrated portfolios | statistical arbitrage | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Kointegration | Cointegration | Theorie | Theory | Arbitrage |
Extent: | 1 Online-Ressource (circa 58 Seiten) Illustrationen |
---|---|
Series: | IHS working paper. - Vienna : Institut für Höhere Studien, ISSN 2706-6878, ZDB-ID 2968533-3. - Vol. 52 (March 2024) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/286589 [Handle] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Cointegrated portfolios and volatility modeling in the cryptocurrency market
Gabriel, Stefan, (2024)
-
Brownlees, Christian T., (2011)
-
Gadiraju, Pavan, (2009)
- More ...
-
Cointegrated portfolios and volatility modeling in the cryptocurrency market
Gabriel, Stefan, (2024)
-
Collaborative Systems Approached Throught Web 2.0
Andrian, Plamadeala, (2010)
-
Identification of sociotechnical changes caused by Industry 4.0
Schnasse, Felix, (2020)
- More ...