Momentum trading in cryptocurrencies: short-term returns and diversification benefits (Q777626): Difference between revisions
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Property / cites work: Volatility estimation for Bitcoin: a comparison of GARCH models / rank | |||
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Property / cites work: Portfolio management with cryptocurrencies: the role of estimation risk / rank | |||
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Revision as of 01:13, 23 July 2024
scientific article
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English | Momentum trading in cryptocurrencies: short-term returns and diversification benefits |
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Momentum trading in cryptocurrencies: short-term returns and diversification benefits (English)
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7 July 2020
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momentum
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cryptocurrency
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dynamic conditional correlation
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