Volatility dynamics and diversification benefits of Bitcoin under asymmetric and long memory effects
Ahmed Jeribi, Mohamed Fakhfekh, Anis Jarboui
| Year of publication: |
2022
|
|---|---|
| Authors: | Jeribi, Ahmed ; Fakhfekh, Mohamed ; Jarboui, Anis |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1745-1329, ZDB-ID 2231575-5. - Vol. 26.2022, 1, p. 65-83
|
| Subject: | Bitcoin | FIEGARCH | gold | mean-variance spanning test | stock market indices | Volatilität | Volatility | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/GBER.2022.120005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012798074