High frequency multiscale relationships among major cryptocurrencies: portfolio management implications

Mobeen Ur Rehman, Muhammad Shafiullah, Khamis Hamed Al‑Yahyaee, Ahmet Sensoy

Research output: Contribution to journal › Article › peer-review

Abstract

High frequency multiscale relationships among major cryptocurrencies: portfolio
management implications

@article{9ea8b1ba25d94fdf862540fa927fd897,

title = "High frequency multiscale relationships among major cryptocurrencies: portfolio management implications",

abstract = "High frequency multiscale relationships among major cryptocurrencies: portfoliomanagement implications",

author = "Walid Mensi and {Mobeen Ur Rehman} and {Muhammad Shafiullah} and {Khamis Hamed Al‑Yahyaee} and {Ahmet Sensoy}",

year = "2021",

language = "English",

journal = "Financial Innovation",

issn = "2199-4730",

publisher = "SpringerOpen",

}

TY - JOUR

T1 - High frequency multiscale relationships among major cryptocurrencies: portfolio management implications

AU - Mensi, Walid

AU - Mobeen Ur Rehman

AU - Muhammad Shafiullah

AU - Khamis Hamed Al‑Yahyaee

AU - Ahmet Sensoy

PY - 2021

Y1 - 2021

N2 - High frequency multiscale relationships among major cryptocurrencies: portfoliomanagement implications

AB - High frequency multiscale relationships among major cryptocurrencies: portfoliomanagement implications

M3 - Article

SN - 2199-4730

JO - Financial Innovation

JF - Financial Innovation

ER -