Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Walid Mensi, Mobeen Ur Rehman, Khamis Hamed Al-Yahyaee, Idries Mohammad Wanas Al-Jarrah, Sang Hoon Kang
| Year of publication: |
2019
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|---|---|
| Authors: | Mensi, Walid ; Ur Rehman, Mobeen ; Al-Yahyaee, Khamis Hamed ; Al-Jarrah, Idries Mohammad Wanas ; Kang, Sang Hoon |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 48.2019, p. 283-294
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| Subject: | Cryptocurrencies | Downside risk | Hedging effectiveness | Time frequency analysis | Wavelet techniques | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection | Hedging | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.02.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012120250