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The nexus between black and digital gold: evidence from US markets - MaRDI portal

The nexus between black and digital gold: evidence from US markets

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Publication:6547058

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DOI10.1007/s10479-021-04192-zMaRDI QIDQ6547058

Muhammad Qaiser Shahbaz, Rizwan Ahmed, Toan Luu Duc Huynh, Ngoc Quang Anh Huynh, Muhammad Ali Nasir

Publication date: 30 May 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

copulas Bitcoin oil market Kendall plots partial cross-quantilogram tail risk and bootstrap test US oil return

Mathematics Subject Classification ID

Mathematical economics (91Bxx) Inference from stochastic processes (62Mxx) Nonparametric inference (62Gxx)

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