Performance of crypto-Forex portfolios based on intraday data

Carlos Esparcia, Raquel López

Year of publication:	2024
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
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

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