Bitcoin as an Investment and Hedge Alternative. A DCC MGARCH Model Analysis

Volatility and investor sentiment have been factors for the slow adoption rate of Bitcoin (BTC) that was first recognized in 2008 as a potential store of value, investment vehicle and a hedge alternative to gold during a recession. The purpose of this applied mathematics study will use a multivariat...

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Bibliographic Details
Main Authors: Karl Oton Rudolf, Samer Ajour El Zein, Nicola Jackman Lansdowne
Format: Article
Published: MDPI AG 2021-08-01
Online Access: