Diversification, hedging, and safe-haven characteristics of cryptocurrencies : a structural change approach
Shu-Han Hsu, Po-Keng Cheng, Yiwen Yang
| Year of publication: |
2024
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| Authors: | Hsu, Shu-Han ; Cheng, Po-Keng ; Yang, Yiwen |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 93.2024, Art.-No. 103211, p. 1-19
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103211 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014543494