Investigating the diversifying or hedging nexus of cannabis cryptocurrencies with major digital currencies

DOI10.1007/s10203-021-00356-5zbMath1480.91332OpenAlexW3213839314MaRDI QIDQ2064608

Nikolaos A. Kyriazis

Publication date: 6 January 2022

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-021-00356-5

zbMATH Keywords

hedgingripplebitcoinethereumcannabis cryptocurrencydiversifying

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Cites Work

• Estimating the dimension of a model
• Volatility estimation for Bitcoin: a comparison of GARCH models
• Generalized autoregressive conditional heteroscedasticity
• Volatility and volatility-linked derivatives: estimation, modeling, and pricing
• Estimation of volatility in a high-frequency setting: a short review
• Does market attention affect bitcoin returns and volatility?
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Threshold heteroskedastic models

This page was built for publication: Investigating the diversifying or hedging nexus of cannabis cryptocurrencies with major digital currencies