تصفح Finance & Economics حسب الموضوع "Dynamic conditional correlations"
السجلات المعروضة 1 -- 1 من 1
-
Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data
( Elsevier , 2020 , Article)This study used hourly data to examine the dynamic conditional correlations and hedging strategies in the main cryptocurrency markets: Bitcoin (BTC), Ethereum (ETH), Litecoin (LTC), and Ripple (XRP). Multivariate generalized ...