Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference27 articles.
1. Tail risk measurement in crypto-asset markets;Ahelegbey;International Review of Financial Analysis,2021
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3. An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies;Chan;Research in International Business and Finance,2022
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