Subsample analysis of stock market – cryptocurrency returns tail dependence: A copula approach for the tails
Nabila Boukef Jlassi, Ahmed Jeribi, Amine Lahiani, Salma Mefteh‐Wali
Topics & Concepts
CryptocurrencyEconometricsEconomicsBivariate analysisTail dependenceStock (firearms)Copula (linguistics)Stock marketPortfolioFinancial economicsMultivariate statisticsStatisticsMathematicsGeographyComputer scienceComputer securityArchaeologyContext (archaeology)Blockchain Technology Applications and SecurityMarket Dynamics and VolatilityComplex Systems and Time Series Analysis