APA (7th ed.) Citation

Liu, J., Zhou, Q., Lin, J., Hao, X., & Chen, Z. (2026). Can real-time asymmetry and extreme dependence enhance the effectiveness of risk optimization in the cryptocurrency market? – New evidence from the Mean-ES risk optimization framework based on the SHARV-MA-DMC model. Applied Economics, 58(26), 5093. https://doi.org/10.1080/00036846.2025.2503488

Chicago Style (17th ed.) Citation

Liu, Junjie, Qingnan Zhou, Junlin Lin, Xiaozhen Hao, and Zhenlong Chen. "Can Real-time Asymmetry and Extreme Dependence Enhance the Effectiveness of Risk Optimization in the Cryptocurrency Market? – New Evidence from the Mean-ES Risk Optimization Framework Based on the SHARV-MA-DMC Model." Applied Economics 58, no. 26 (2026): 5093. https://doi.org/10.1080/00036846.2025.2503488.

MLA (9th ed.) Citation

Liu, Junjie, et al. "Can Real-time Asymmetry and Extreme Dependence Enhance the Effectiveness of Risk Optimization in the Cryptocurrency Market? – New Evidence from the Mean-ES Risk Optimization Framework Based on the SHARV-MA-DMC Model." Applied Economics, vol. 58, no. 26, 2026, p. 5093, https://doi.org/10.1080/00036846.2025.2503488.