Performance of crypto-Forex portfolios based on intraday data
Carlos Esparcia, Raquel López
| Year of publication: |
2024
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|---|---|
| Authors: | Esparcia, Carlos ; López, Raquel |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 69.2024, Art.-No. 102217, p. 1-32
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| Subject: | Cryptocurrencies | Diversification | Forex | Intraday frequency | McGARCH | Skew Student Copula | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Virtuelle Währung | Virtual currency | Multivariate Verteilung | Multivariate distribution | Volatilität | Volatility | Diversifikation | Devisenmarkt | Foreign exchange market | Börsenkurs | Share price | ARCH-Modell | ARCH model | Studierende | Students |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2024.102217 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015052354