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"Diversification benefits in the cryptocurrency market under mild explosivity."

Sofia Anyfantaki, Stelios Arvanitis, Nikolas Topaloglou (2021)

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DOI: 10.1016/J.EJOR.2021.02.058

access: closed

type: Journal Article

metadata version: 2022-10-02

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  - https://dblp.org/rec/journals/eor/AnyfantakiAT21
Sofia Anyfantaki, Stelios Arvanitis, Nikolas Topaloglou:
Diversification benefits in the cryptocurrency market under mild explosivity. Eur. J. Oper. Res. 295(1): 378-393 (2021)

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