Hedging capabilities of Bitcoin for Asian currencies
Year of publication: |
2022
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---|---|
Authors: | Kinkyō, Takuji |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 2, p. 1769-1784
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Subject: | Asian currencies | Bitcoin | hedge | stochastic volatility model | wavelet transform | Asien | Asia | Hedging | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Wechselkurs | Exchange rate | Zustandsraummodell | State space model | ARCH-Modell | ARCH model | US-Dollar | US dollar |
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