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Diversification benefits in the cryptocurrency market under mild explosivity.
Sofia Anyfantaki
Stelios Arvanitis
Nikolas Topaloglou
Published in:
Eur. J. Oper. Res. (2021)
Keyphrases
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decision making
tabu search
market share
databases
stock price
market data
data sets
information systems
financial markets
electronic markets
financial data
trading strategies