Bitcoin as an investment and hedge alternative: A DCC MGARCH model analysis
Year of publication: |
2021
|
---|---|
Authors: | Rudolf, Karl Oton ; Ajour El Zein, Samer ; Jackman Lansdowne, Nicola |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 9.2021, 9, p. 1-22
|
Publisher: |
Basel : MDPI |
Subject: | bitcoin | blockchain | cryptocurrency | DCC MGARCH | risks |
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