Volatility Persistence, Dynamic Co-Movements, and Portfolio Optimization in Digital Asset Markets: Disentangling Cross-Market Contagion from Internal Hedging Strategies. Journal of International Financial Trends, [S. l.], v. 2, n. 2, p. 155–188, 2026. DOI: 10.55578/jift.2606.009. Disponível em: https://ojs.nexuspress.org/journal-jift/article/view/284. Acesso em: 14 jul. 2026.