Portfolio risk assessment under dynamic (Equi)correlation and semi-nonparametric estimation: An application to cryptocurrencies

  1. Jiménez, I.
  2. Mora-Valencia, A.
  3. Ñíguez, T.-M.
  4. Perote, J.
Journal:
Mathematics

ISSN: 2227-7390

Year of publication: 2020

Volume: 8

Issue: 12

Pages: 1-24

Type: Article

DOI: 10.3390/MATH8122110 GOOGLE SCHOLAR lock_openOpen access editor