Diversification, hedging, and safe-haven characteristics of cryptocurrencies : a structural change approach

Shu-Han Hsu, Po-Keng Cheng, Yiwen Yang

Year of publication:	2024
Authors:	Hsu, Shu-Han ; Cheng, Po-Keng ; Yang, Yiwen
Subject:	CUSUM test \| DCC-ARMA-GARCH model \| Diversifier \| Hedge \| Safe haven \| Structural changes \| Hedging \| Strukturwandel \| Structural change \| Diversifikation \| Diversification \| Portfolio-Management \| Portfolio selection \| Virtuelle Währung \| Virtual currency \| Theorie \| Theory \| ARCH-Modell \| ARCH model \| Schätzung \| Estimation \| Strukturbruch \| Structural break

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