Alternative Assets and CryptocurrenciesChristian Hafner MDPI, 26 jul 2019 - 218 pagina's Alternative assets such as fine art, wine, or diamonds have become popular investment vehicles in the aftermath of the global financial crisis. Correlation with classical financial markets is typically low, such that diversification benefits arise for portfolio allocation and risk management. Cryptocurrencies share many alternative asset features, but are hampered by high volatility, sluggish commercial acceptance, and regulatory uncertainties. This collection of papers addresses alternative assets and cryptocurrencies from economic, financial, statistical, and technical points of view. It gives an overview of their current state and explores their properties and prospects using innovative approaches and methodologies. |
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algorithm Alrosa analysis ARDL asset autocorrelation autoregressive Available online average bid-ask spread Bitcoin markets Bitcoin price Bitcoin returns Bitfinex Bitstamp blockchain Bouchaud Bouri BTC/USD bubble business model coefficients Coinbase coins Collatz computed correlation CrossRef crowdfunding cryptocurrency cryptocurrency markets currency dataset descriptive statistics diamond indices diamond mining diamond prices diamond stocks distribution Dyhrberg dynamics Econometrics Economics empirical Equation equity estimated explanatory variables Figure forecast frequency GARCH model GARCH-MIDAS gold Google Trends Hashrate Hype period inflation propensity intraday investment investors Journal kurtosis limit order limit order book limit order volume liquidity costs logistic regression LSTM measures Mountain Province Diamonds observations parameters positive prediction price of Bitcoin projects proof-of-work random forest realized variance realized volatility risk sample sentiment index Sharpe Ratio significant social media startups statistical arbitrage stock prices Table trading volume transaction VWAP whitepaper