Does uncertainty predict cryptocurrency returns? : a copula-based approach
Ur Koumba, Calvin Mudzingiri and Jules Mba
| Year of publication: |
2020
|
|---|---|
| Authors: | Koumba, Ur ; Mudzingiri, Calvin ; Mba, Jules |
| Subject: | copula | Cryptocurrency | dependence structure | policy uncertainty | Virtuelle Währung | Virtual currency | Multivariate Verteilung | Multivariate distribution | Risiko | Risk | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/17520843.2019.1650090 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012176880