Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Year of publication: |
2019
|
---|---|
Authors: | Mensi, Walid ; Ur Rehman, Mobeen ; Al-Yahyaee, Khamis Hamed ; Al-Jarrah, Idries Mohammad Wanas ; Kang, Sang Hoon |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 48.2019, p. 283-294
|
Subject: | Cryptocurrencies | Downside risk | Hedging effectiveness | Time frequency analysis | Wavelet techniques | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Hedging | Risikomanagement | Risk management | Risikomaß | Risk measure | Zeit | Time |
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