Asymmetric effects of global factors on return of cryptocurrencies by novel nonlinear quantile approaches
Mustafa Tevfik Kartal, Mustafa Kevser, Fatih Ayhan
Topics & Concepts
QuantileCryptocurrencyEconometricsQuantile regressionNonparametric statisticsEconomicsRobustness (evolution)Volatility (finance)Computer scienceChemistryComputer securityBiochemistryGeneBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityComplex Systems and Time Series Analysis