Alternative Assets and Cryptocurrencies
3
0
9783038979791, 9783038979784
MDPI - Multidisciplinary Digital Publishing Institute
2019
inflation propensity; realized volatility; portfolio modelling; diamond stocks; systemic risk; cryptocurrencies; initial coin offering; smooth transition; investment asset; GARCH; risk management; transaction costs; liquidity costs; time series; Baltic dry index; statistical arbitrage; volume; cryptocurrency
Economics
English