Portfolio diversification with virtual currency : evidence from bitcoin
Khaled Guesmi, Samir Saadi, Ilyes Abid, Zied Ftiti
| Year of publication: |
2019
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|---|---|
| Authors: | Guesmi, Khaled ; Saadi, Samir ; Abid, Ilyes ; Ftiti, Zied |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 63.2019, p. 431-437
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| Subject: | Bitcoin | Diversification | GARCH models | Hedging | Virtual currencies | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Elektronisches Zahlungsmittel | Electronic payment | Diversifikation | Wechselkurs | Exchange rate | Portfoliodiversifikation | Portfolio diversification | Bargeldloser Zahlungsverkehr | Noncash payments | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2018.03.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012208197