Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China[J]
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
机构作者
Dempsey, Michael
文献数量：1
Ly, Sel
文献数量：1
Pho, Kim Hung
文献数量：1
Rehman, Mobeen Ur
文献数量：2
Salisu, Afees A.
文献数量：1
Shahzad, Syed Jawad Hussain
文献数量：1
Shen, Chien-wen
文献数量：1
Tiwari, Aviral Kumar
文献数量：1
机构文献
Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model[J]
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach[J]
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application[J]
PACIFIC-BASIN FINANCE JOURNAL
Improving the predictability of stock returns with Bitcoin prices[J]
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE