Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying
Author:
Funder
Ministerio de Economía y Competitividad
Publisher
Elsevier BV
Subject
Finance,Business, Management and Accounting (miscellaneous)
Reference80 articles.
1. A new look at the statistical model identification;Akaike;IEEE Trans. Automat. Contr.,1974
2. Canonical correlation analysis of time series and the use of an information criterion;Akaike;Math. Sci. Eng.,1976
3. Bitcoin as an investment or speculative vehicle?: A first review;Baek;Appl. Econ. Lett.,2015
4. The inefficiency of Bitcoin revisited: a dynamic approach;Bariviera;Econ. Lett.,2017
5. Some stylized facts of the Bitcoin market;Bariviera;Physica A,2017
Cited by 55 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Dynamic correlation and hedging ability of precious metals in pre- and post-COVID periods;Cogent Economics & Finance;2024-08-05
2. Dynamic Dependence between Oil and Stock Markets: International Evidence with Stochastic Copula Approach;Afyon Kocatepe University Journal of Sciences and Engineering;2024-07-23
3. Unpacking the financial attributes of blue-chip non-fungible tokens (NFTs) against traditional and digital assets;Asian Journal of Accounting Research;2024-07-04
4. Exploring the Relationship and Predictive Accuracy for the Tadawul All Share Index, Oil Prices, and Bitcoin Using Copulas and Machine Learning;Energies;2024-07-01
5. Dynamic Dependence and Hedging of Stock Markets: Evidence From Time-Varying Copula With Asymmetric Markovian Models;IEEE Transactions on Computational Social Systems;2024-06
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3