Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7581783
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymmetric tail dependence modeling, with application to cryptocurrency market data |
scientific article; zbMATH DE number 7581783 |
Statements
Asymmetric tail dependence modeling, with application to cryptocurrency market data (English)
0 references
5 September 2022
0 references
copula model
0 references
cryptocurrency data
0 references
extreme-value theory
0 references
joint-tail modeling
0 references
tail dependence
0 references
0 references
0 references
0.7208215594291687
0 references
0.7202638387680054
0 references
0.716564953327179
0 references
0.7143439054489136
0 references
0.7142488956451416
0 references
