Extreme return-volume relationship in cryptocurrencies: Tail dependence analysis
Author:
Affiliation:
1. UCP Business School, University of Central Punjab, Lahore, Pakistan
2. Dept. of Finance and Accounting, University of Wollongong Dubai, UAE
3. LUT School of Business and Management, LUT University, Finland
Funder
research
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/23322039.2020.1834175
Reference72 articles.
1. Why are stock returns and volatility negatively correlated?
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3. Fractionally integrated generalized autoregressive conditional heteroskedasticity
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