A cryptocurrency risk-return analysis for bull and bear regimes
Year of publication: |
2021
|
---|---|
Authors: | Barkai, Ittai ; Shushi, Tomer ; Yosef, Rami |
Published in: |
The journal of alternative investments : JAI. - New York, NY : Institutional Investor, ISSN 1520-3255, ZDB-ID 2048686-8. - Vol. 24.2021, 1, p. 95-118
|
Subject: | Schätzung | Estimation | Börsenkurs | Share price | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
-
Stock market reactions to upside and downside volatility of Bitcoin : a quantile analysis
Ahmed, Walid M. A., (2021)
-
Ampountolas, Apostolos, (2023)
-
Nonlinear relationship between cryptocurrency returns and price sensitivity to market uncertainty
Han, SeungOh, (2024)
- More ...
-
A generalized measure for the optimal portfolio selection problem and its explicit solution
Landsman, Zinoviy, (2018)
-
A Multivariate Tail Covariance Measure for Elliptical Distributions
Landsman, Zinoviy, (2018)
-
Modelling random vectors of dependent risks with different elliptical components
Landsman, Zinoviy, (2022)
- More ...