Subsample analysis of stock market : cryptocurrency returns tail dependence : acopula approach for the tails
Nabila Boukef Jlassi, Ahmed Jeribi, Amine Lahiani, Salma Mefteh-Wali
| Year of publication: |
2023
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|---|---|
| Authors: | Boukef Jlassi, Nabila ; Jeribi, Ahmed ; Lahiani, Amine ; Mefteh-Wali, Salma |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 1, p. 1-9
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| Subject: | Cryptocurrency | Russia-Ukraine war | Stock markets | Tail dependence | Virtuelle Währung | Virtual currency | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price | Ausreißer | Outliers |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104056 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014582463