Correlated at the tail : implications of asymmetric tail-dependence across Bitcoin markets
Stelios Bekiros, Axel Hedström, Evgeniia Jayasekera, Tapas Mishra, Gazi Salah Uddin
| Year of publication: |
2021
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|---|---|
| Authors: | Bekiros, Stelios ; Hedström, Axel ; Jayasekera, Evgeniia ; Mishra, Tapas ; Uddin, Mohammed Gazi Salah |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 58.2021, 4, p. 1289-1299
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| Subject: | Cross-quantilogram | Cross-market Bitcoin prices | Time-varying stability | Virtuelle Währung | Virtual currency | Korrelation | Correlation | Statistische Verteilung | Statistical distribution | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-020-10058-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012697920