Browsing Finance & Economics by Subject "Dynamic conditional correlations"
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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 ...