Tail dependence in the return-volume of leading cryptocurrencies
Muhammad Naeem, Elie Bouri, Gideon Boako, David Roubaud
| Year of publication: |
2020
|
|---|---|
| Authors: | Naeem, Muhammad ; Bouri, Elie ; Boako, Gideon ; Roubaud, David |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 36.2020, p. 1-9
|
| Subject: | Asymmetry | Bitcoin | Cryptocurrencies | GARCH-copula | Return-volume | Tail-dependence | Kapitaleinkommen | Capital income | Virtuelle Währung | Virtual currency | Handelsvolumen der Börse | Trading volume | Aktienindex | Stock index | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.101326 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483385