Extreme tail network analysis of cryptocurrencies and trading strategies
Year of publication: |
2022
|
---|---|
Authors: | Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Ahmad, Tanveer ; Naeem, Muhammad Abubakr |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 44.2022, p. 1-10
|
Subject: | Bitcoin | Cryptocurrencies | LASSO | Quantile | Tail network of spillovers | Trading strategies |
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