Dynamic asymmetric dependence and portfolio management in cryptocurrency markets
Danyang Li, Yukun Shi, Liao Xu, Yahua Xu, Yang Zhao
| Year of publication: |
2022
|
|---|---|
| Authors: | Li, Danyang ; Shi, Yukun ; Xu, Liao ; Xu, Yahua ; Zhao, Yang |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 48.2022, p. 1-11
|
| Subject: | COVID-19 | Cryptocurrency | Dependence structure | Portfolio management | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Coronavirus |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.102829 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013462904