Do Islamic indices provide diversification to bitcoin? : a time-varying copulas and value at risk application
Mobeen Ur Rehman, Nadia Asghar, Sang Hoon Kang
| Year of publication: |
2020
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|---|---|
| Authors: | Ur Rehman, Mobeen ; Asghar, Nadia ; Kang, Sang Hoon |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 61.2020, p. 1-26
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| Subject: | Long memory | Bitcoin | Conditional diversification benefit | Copulas | Islamic equity indices | Value at risk | Risikomaß | Risk measure | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | ARCH-Modell | ARCH model | Virtuelle Währung | Virtual currency | Islamisches Finanzsystem | Islamic finance | Kapitaleinkommen | Capital income | Diversifikation | Diversification | Islam | Islamische Staaten | Islamic countries | Volatilität | Volatility |