Asymmetric effects on risks of Virtual Financial Assets (VFAs) in different regimes : a case of Bitcoin
Zhenghui Li, Hao Dong, Zhehao Huang and Pierre Failler
| Year of publication: |
2018
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|---|---|
| Authors: | Li, Zhenghui ; Dong, Hao ; Huang, Zhehao ; Failler, Pierre |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 2.2018, 4, p. 860-883
|
| Subject: | asymmetric effect | market risk | Virtual Financial Assets | Bitcoin | Markov regime switching model | Virtuelle Währung | Virtual currency | Markov-Kette | Markov chain | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Elektronisches Zahlungsmittel | Electronic payment | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2018.4.860 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012176121