Diversification benefits and cross-volatility effects in cryptocurrency portfolios : a diagonal BEKK model perspective on Bitcoin and Bitgreen
Muskan Gupta, Mukul Bhatnagar, Pawan Kumar, Sanjay Taneja
| Year of publication: |
2024
|
|---|---|
| Authors: | Gupta, Muskan ; Bhatnagar, Mukul ; Kumar, Pawan ; Taneja, Sanjay |
| Published in: |
Artificial intelligence and machine learning-powered smart finance. - Hershey PA, USA : IGI Global, ISBN 979-8-3693-3264-1. - 2024, p. 1-22
|
| Subject: | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.4018/979-8-3693-3264-1.ch001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014524934