Do Islamic indices provide diversification to bitcoin? : a time-varying copulas and value at risk application
Year of publication: |
2020
|
---|---|
Authors: | Ur Rehman, Mobeen ; Asghar, Nadia ; Kang, Sang Hoon |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 61.2020, p. 1-26
|
Subject: | Long memory | Bitcoin | Conditional diversification benefit | Copulas | Islamic equity indices | Value at risk | Risikomaß | Risk measure | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Diversifikation | Diversification | Aktienindex | Stock index | Islamisches Finanzsystem | Islamic finance | Zeitreihenanalyse | Time series analysis | Islam |
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