Portfolio risk assessment under dynamic (Equi)correlation and semi-nonparametric estimation: An application to cryptocurrencies
- Jiménez, I.
- Mora-Valencia, A.
- Ñíguez, T.-M.
- Perote, J.
ISSN: 2227-7390
Year of publication: 2020
Volume: 8
Issue: 12
Pages: 1-24
Type: Article