Factor Structure in Cryptocurrency Returns and Volatility
Year of publication: |
2020
|
---|---|
Authors: | Liu, Jiatao |
Other Persons: | Marsh, Ian W. (contributor) ; Mazza, Paolo (contributor) ; Petitjean, Mikael (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (61 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 16, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3389152 [DOI] |
Classification: | c38 ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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