Bitcoin volatility and the introduction of bitcoin futures : a portfolio construction approach
Ahmed Bouteska, Murad Harasheh
| 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 | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Elektronisches Zahlungsmittel | Electronic payment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104200 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014513636