Co-jump dynamicity in the cryptocurrency market : a network modelling perspective
Year of publication: |
2023
|
---|---|
Authors: | Zhang, Lei ; Bouri, Elie ; Chen, Yan |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 2, p. 1-11
|
Subject: | Cryptocurrencies | Bitcoin | Co-jumps network | COVID-19 | Jump transfer | Portfolio implications | Virtuelle Währung | Virtual currency | Coronavirus | Portfolio-Management | Portfolio selection |
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