Volatility and dependence in cryptocurrency and financial markets: a copula approach (Q6645228)
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scientific article; zbMATH DE number 7950939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility and dependence in cryptocurrency and financial markets: a copula approach |
scientific article; zbMATH DE number 7950939 |
Statements
Volatility and dependence in cryptocurrency and financial markets: a copula approach (English)
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28 November 2024
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Bitcoin price
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copula
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cryptocurrency price
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GARCH-in-mean model
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