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...
Main Authors: | Karl Oton Rudolf, Samer Ajour El Zein, Nicola Jackman Lansdowne |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-08-01
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Series: | Risks |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-9091/9/9/154 |
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