An application of extreme value theory to cryptocurrencies (Q1787362): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2788328679
@@ Property / OpenAlex ID: W2788328679 / rank @@
+Normal rank
@@ Property / cites work @@
+Residual life time at great age
@@ Property / cites work: Residual life time at great age / rank @@
+Normal rank
@@ Property / cites work @@
+Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin
+Normal rank
@@ Property / cites work @@
+Heavy tails and copulas: limits of diversification revisited
+Normal rank
@@ Property / cites work @@
+Volatility estimation for Bitcoin: a comparison of GARCH models
+Normal rank
@@ Property / cites work @@
+Tail relation between return and volume in the US stock market: an analysis based on extreme value theory
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ Property / cites work @@
+Price clustering in bitcoin
@@ Property / cites work: Price clustering in bitcoin / rank @@
+Normal rank