Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis : constant and time-varying
Laura Garcia-Jorcano, Sonia Benito
| Year of publication: |
2020
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|---|---|
| Authors: | Garcia-Jorcano, Laura ; Benito, Sonia |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 54.2020, p. 1-24
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| Subject: | Bitcoin | Copula | Dependence | Diversifier | Hedge | Hedging | Multivariate Verteilung | Multivariate distribution | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection | Theorie | Theory | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2020.101300 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012581504