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Measuring cryptocurrency moment convergence using distance analysis - MaRDI portal

Measuring cryptocurrency moment convergence using distance analysis

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Publication:6596970

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DOI10.1007/s10479-023-05573-2zbMath1544.91367MaRDI QIDQ6596970

Jeremy Eng-Tuck Cheah, Haozhe Su, Thong Minh Dao

Publication date: 3 September 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

portfolio management Euclidean distance cryptocurrency cosine similarity

Mathematics Subject Classification ID

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

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