Subsample analysis of stock market : cryptocurrency returns tail dependence : acopula approach for the tails
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
|
Subject: | Cryptocurrency | Russia-Ukraine war | Stock markets | Tail dependence | Aktienmarkt | Stock market | Statistische Verteilung | Statistical distribution | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Ausreißer | Outliers | Multivariate Verteilung | Multivariate distribution |
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