Tail dependence between Bitcoin and financial assets : evidence from a quantile cross-spectral approach
Aktham Maghyereh, Hussein Abdoh
| Year of publication: |
2020
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|---|---|
| Authors: | Maghyereh, Aktham I. ; Abdoh, Hussein |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 71.2020, p. 1-17
|
| Subject: | Bitcoin | Causality-in-quantiles | Quantile cross-spectral dependence | Wavelet coherence | Time frequency | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2020.101545 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012436469