Asymmetric effects on risks of Virtual Financial Assets (VFAs) in different regimes : a case of Bitcoin
Year of publication: |
2018
|
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Authors: | Li, Zhenghui ; Dong, Hao ; Huang, Zhehao ; Failler, Pierre |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 2.2018, 4, p. 860-883
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Subject: | asymmetric effect | market risk | Virtual Financial Assets | Bitcoin | Markov regime switching model | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Markov-Kette | Markov chain | USA | United States | Elektronisches Geld | Electronic money | Finanzmarktregulierung | Financial market regulation | Virtuelle Währung | Virtual currency |
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