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Cryptoasset factor models

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Publication:5217677

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DOI10.3233/AF-180260zbMath1433.91200arXiv1811.07860OpenAlexW3125968130WikidataQ128298970 ScholiaQ128298970MaRDI QIDQ5217677

Zura Kakushadze

Publication date: 25 February 2020

Published in: Algorithmic Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.07860

zbMATH Keywords

cryptocurrencies cryptoasset returns

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

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