Peter Arendas

University of Economics in Bratislava

Dolnozemská cesta 1

Bratislava, 852 35

Slovakia

  • University of Economics in Bratislava

SCHOLARLY PAPERS

6

DOWNLOADS

215

TOTAL CITATIONS

0

Scholarly Papers (6)

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1.

Copula Approach to Market Volatility and Technology Stocks Dependence

Number of pages: 7 Posted: 21 Oct 2022
Barbara Rasiova and Peter Arendas
University of Economics in Bratislava and University of Economics in Bratislava
Downloads 84 (644,071)

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copula, market volatility, technology, stock returns

2.

Diversification Potential and Dynamic Relationships in Bitcoin-Esg Portfolios

Downloads 56 (802,079)

Diversification Potential and Dynamic Relationships in Bitcoin-Esg Portfolios

Number of pages: 23 Posted: 04 Feb 2025
Barbara Rasiova and Peter Arendas
University of Economics in Bratislava and University of Economics in Bratislava
Downloads 40 (957,010)

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Bitcoin, ESG, Co-movement, Diversification, Crisis

Diversification Potential and Dynamic Relationships in Bitcoin-Esg Portfolios

Number of pages: 27 Posted: 05 May 2025
Barbara Rasiova and Peter Arendas
University of Economics in Bratislava and University of Economics in Bratislava
Downloads 16 (1,247,449)

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Bitcoin, ESG, Co-movement, Crisis, diversification

3.

Time-Varying Relationship and Diversification between Sin Stocks, Bitcoin and Gold

Number of pages: 22 Posted: 30 Apr 2025
Barbara Rasiova and Peter Arendas
University of Economics in Bratislava and University of Economics in Bratislava
Downloads 22 (1,132,471)

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Sin stocks, bitcoin, gold, Diversification, Crisis

4.

Decoding the Stock Market Dynamics in the Banking Sector: Short Versus Long-Term Insights

Number of pages: 19 Posted: 16 Mar 2024
Barbara Rasiova and Peter Arendas
University of Economics in Bratislava and University of Economics in Bratislava
Downloads 21 (1,144,905)

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Banking sector, time series modeling, Hierarchical hidden Markov models, Market behavior

5.

Vine Copula Approach to the Intra-Sectoral Dependence Analysis in the Technology Industry

Number of pages: 10 Posted: 16 Nov 2023
Barbara Rasiova and Peter Arendas
University of Economics in Bratislava and University of Economics in Bratislava
Downloads 18 (1,181,857)

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Technology, Dependence modeling, Vine copula

6.

Dependence and information flow among U.S technology industries

Number of pages: 18 Posted: 30 Jan 2025
Barbara Rasiova and Peter Arendas
University of Economics in Bratislava and University of Economics in Bratislava
Downloads 14 (1,229,865)

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Vine copula, Semiconductors, Technology sector, Dependence modeling