Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437): Difference between revisions
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Latest revision as of 09:59, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetric tail dependence modeling, with application to cryptocurrency market data |
scientific article |
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Asymmetric tail dependence modeling, with application to cryptocurrency market data (English)
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5 September 2022
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copula model
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cryptocurrency data
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extreme-value theory
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joint-tail modeling
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tail dependence
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