The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Year of publication: |
2023
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Authors: | Chang, Kuang-Liang |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 11, p. 1234-1246
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Subject: | Bitcoin | mixture copula | return | tail dependence | trading volume | Handelsvolumen der Börse | Trading volume | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Schätzung | Estimation |
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