Tail dependence between bitcoin and green financial assets
Year of publication: |
2021
|
---|---|
Authors: | Naeem, Muhammad Abubakr ; Karim, Sitara |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 208.2021, p. 1-5
|
Subject: | Bitcoin | Copulas | Green financial assets | Tail dependence | Multivariate Verteilung | Multivariate distribution | Virtuelle Währung | Virtual currency | Statistische Verteilung | Statistical distribution | Theorie | Theory | Portfolio-Management | Portfolio selection | Ausreißer | Outliers | Kapitaleinkommen | Capital income |
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