Score-driven cryptocurrency and equity portfolios
Szabolcs Blazsek and Richard Bowen
| Year of publication: |
2024
|
|---|---|
| Authors: | Blazsek, Szabolcs ; Bowen, Richard |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 18, p. 2109-2128
|
| Subject: | COVID-19 (coronavirus pandemic of 2019) | dynamic conditional score (DCS) models | Equity plus Bitcoin portfolios | generalized autoregressive score (GAS) models | Coronavirus | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2023.2182406 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014475283