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  • Search: subject:"ARIMA-EGARCH model"
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Year of publication
Subject
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ARIMA-EGARCH model 2 Volatility 2 Volatilität 2 fiat-backed cryptocurrencies 2 gold-backed cryptocurrencies 2 volatility 2 ARIMA-EGARCH Model 1 Electric power industry 1 Electricity 1 Electricity price 1 Elektrizität 1 Elektrizitätswirtschaft 1 Energiemarkt 1 Energy market 1 India 1 Indian Energy Exchange 1 Indien 1 Inverse-Leverage Effect 1 Portfolio selection 1 Portfolio-Management 1 Spot Electricity 1 Spot market 1 Spotmarkt 1 Strompreis 1 Virtual currency 1 Virtuelle Währung 1
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Online availability
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Free 2 CC license 1 Undetermined 1
Type of publication
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Article 3
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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English 3
Author
All
Irfan, Muhammad 2 Nawazish, Sarah 2 Rehman, Mubeen Abdur 2 Yu, Hao 2 Girish, Godekere Panchakshara Murthy 1 Vijayalakshmi, Sedidi 1
Published in...
All
Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 Theoretical economics letters 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
Cover Image
Performance analysis of gold- and fiat-backed cryptocurrencies: Risk-based choice for a portfolio
Irfan, Muhammad; Rehman, Mubeen Abdur; Nawazish, Sarah; … - In: Journal of Risk and Financial Management 16 (2023) 2, pp. 1-15
This study aims to investigate the performance and behavior of fiat- and gold-backed cryptocurrencies to support stakeholders through the preparation of a portfolio from 1 January 2021 to 30 June 2022. Moreover, while searching for a hedge or a diversifier to construct a less risky portfolio...
Persistent link: https://www.econbiz.de/10014332846
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Cover Image
Performance analysis of gold- and fiat-backed cryptocurrencies : risk-based choice for a portfolio
Irfan, Muhammad; Rehman, Mubeen Abdur; Nawazish, Sarah; … - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-15
This study aims to investigate the performance and behavior of fiat- and gold-backed cryptocurrencies to support stakeholders through the preparation of a portfolio from 1 January 2021 to 30 June 2022. Moreover, while searching for a hedge or a diversifier to construct a less risky portfolio...
Persistent link: https://www.econbiz.de/10014305920
Saved in:
Cover Image
Does Indian spot electricity price series exhibit inverse-leverage effect?
Girish, Godekere Panchakshara Murthy; Vijayalakshmi, Sedidi - In: Theoretical economics letters 8 (2018) 3, pp. 234-240
Persistent link: https://www.econbiz.de/10011822565
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