Asymmetric tail dependence in cryptocurrency markets : a Model-free approach
Yongkil Ahn
| Year of publication: |
2022
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|---|---|
| Authors: | Ahn, Yongkil |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 2, p. 1-5
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| Subject: | Asymmetric correlation | Cryptocurrency | Extreme tail dependence | Virtuelle Währung | Virtual currency | Statistische Verteilung | Statistical distribution | Korrelation | Correlation | Ausreißer | Outliers | Multivariate Verteilung | Multivariate distribution | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.102746 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013553804