Cryptocurrencies and dependence: a nonparametric view

DOI10.1007/S10260-026-00845-0MaRDI QIDQ7410161zbMATH OpenFDO

Authors Christos Michalopoulos

Publication date 2026

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10260-026-00845-0

zbMATH Keywords

copula density estimationcryptocurrency returnsdependence measuresnonparametric methodstail asymmetry measures

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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