Hedging cryptos with Bitcoin futures
Francis Liu, Natalie Packham, Meng-Jou Lu, Wolfgang Karl Härdle
| Year of publication: |
2023
|
|---|---|
| Authors: | Liu, Francis ; Packham, Natalie ; Lu, Meng-Jou ; Härdle, Wolfgang |
| Subject: | Cryptocurrencies | Hedging copulas | Risk management | Hedging | Risikomanagement | Virtuelle Währung | Virtual currency | Multivariate Verteilung | Multivariate distribution | Derivat | Derivative | Portfolio-Management | Portfolio selection | Rohstoffderivat | Commodity derivative | Futures |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2187316 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304363