Momentum trading in cryptocurrencies : short-term returns and diversification benefits
Panagiotis Tzouvanas, Renatas Kizys, Bayasgalan Tsend-Ayush
| Year of publication: |
2020
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|---|---|
| Authors: | Tzouvanas, Panagiotis ; Kizys, Renatas ; Tsend-Ayush, Bayasgalan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 191.2020, p. 1-6
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| Subject: | Cryptocurrency | Dynamic conditional correlation | Momentum | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Korrelation | Correlation | Anlageverhalten | Behavioural finance | Diversifikation | Diversification | Volatilität | Volatility | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2019.108728 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012508024