Intraday and daily dynamics of cryptocurrency
Year of publication: |
2024
|
---|---|
Authors: | Jasiak, Joann ; Zhong, Cheng |
Subject: | Bitcoin | CAPM | Cryptocurrency | Functional regression | Market portfolio | PCA | Periodicity | Stablecoin | Token | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection | Volatilität | Volatility |
-
Hedging the extreme risk of cryptocurrency
Dunbar, Kwamie, (2022)
-
The Pricing of Jump and Diffusive Risks in the Cross-Section of Cryptocurrency Returns
Leong, Minhao, (2022)
-
Is idiosyncratic volatility priced in cryptocurrency markets?
Zhang, Wei, (2020)
- More ...
-
Pattern-set generation algorithm for the one-dimensional cutting stock problem with setup cost
Cui, Yaodong, (2015)
-
Mechanical properties of 7–10 mm bone grafts and small slurry grafts in impaction bone grafting
Xu, Zheng‐Jian, (2011)
-
A Comparison of the Hydraulic Fracturing Water Cycle in China and North America : A Critical Review
Zhong, Cheng, (2021)
- More ...