Market risk and Bitcoin returns
type: Item
instance of: scholarly article
title: Market risk and Bitcoin returns
zbMATH Open document ID: 1455.91262
author: Dimitrios Koutmos
published in: Annals of Operations Research
publication date: 2021-01-07T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7290933
zbMATH Keywords: asset pricing
zbMATH Keywords: Bitcoin
zbMATH Keywords: Markov switching model
zbMATH Keywords: risk-return tradeoff
MaRDI profile type: Publication
full work available at URL: s10479-019-03255-6
OpenAlex ID: W2943879361
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DOI: 10.1007/S10479-019-03255-6
description: scientific article; zbMATH DE number 7290933