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.
Aldizkaria:
Mathematics

ISSN: 2227-7390

Argitalpen urtea: 2020

Alea: 8

Zenbakia: 12

Orrialdeak: 1-24

Mota: Artikulua

DOI: 10.3390/MATH8122110 GOOGLE SCHOLAR lock_openSarbide irekia editor