Correlated at the tail : implications of asymmetric tail-dependence across Bitcoin markets
Year of publication: |
2021
|
---|---|
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
|
Subject: | Cross-quantilogram | Cross-market Bitcoin prices | Time-varying stability | Korrelation | Correlation | Virtuelle Währung | Virtual currency | Statistische Verteilung | Statistical distribution |
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