Low-volatility filtering and spillover predictability in cryptocurrency portfolios

Finance research letters 2026

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Authors: Pyo Sujin, Huisu Jang

DOI: 10.1016/j.frl.2026.110354

Cited by: 1

References: 17

Fields of Study & Subjects

Blockchain Technology Applications and Security Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

References 17