The economic value of Bitcoin : a volatility timing perspective with portfolio rebalancing
Jui-Cheng Hung, Hung-Chun Liu, J. Jimmy Yang
| Year of publication: |
2024
|
|---|---|
| Authors: | Hung, Jui-Cheng ; Liu, Hung-Chun ; Yang, J. Jimmy |
| Subject: | Bitcoin | Volatility timing | Portfolio rebalancing | RGARCH | Futures | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102260 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015135740