Discussion on the Effectiveness of the Copula-GARCH Method to Detect Risk of a Portfolio Containing Bitcoin

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"Discussion on the Effectiveness of the Copula-GARCH Method to Detect Risk of a Portfolio Containing Bitcoin"
written by Ting-Yu Chen, Leh-Chyan So,
published by Journal of Mathematical Finance, Vol.10 No.4, 2020

has been cited by the following article(s):

[1]	Relationships among return and liquidity of cryptocurrencies
	Financial Innovation, 2024

[2]	Pengukuran Value at Risk pada Portofolio Saham Optimal Menggunakan Copula-GARCH dengan Pendekatan Single Index Model
	Jurnal Sains dan Seni ITS, 2023

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[1]	Cryptocurrency in Portfolio Management: Risk Return Optimization and Diversification Efficiency in Institutional Asset Allocation Moneta : Journal of Economics and Finance, 2025 DOI:10.61978/moneta.v3i2.823

[2]	Relationships among return and liquidity of cryptocurrencies Financial Innovation, 2024 DOI:10.1186/s40854-023-00532-z