Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market-Reference-Cited by-同舟云学术

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Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market

Published:2019-08 Issue: Volume:158 Page:77-90
ISSN:2110-7017
Container-title:International Economics
language:en
Short-container-title:International Economics

Author:

Boako Gideon,Tiwari Aviral Kumar^ORCID,Roubaud David

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance,General Business, Management and Accounting

Reference38 articles.

1. Pair-Copula Constructions of Multiple Dependence;Aas,2006

2. Pair-copula constructions of multiple dependence;Aas;Insur. Math. Econ.,2009

3. Risk measurement and risk modelling using applications of vine copulas;Allen;Sustainability,2017

4. Can volume predict bitcoin returns and volatility? A quantiles-based approach;Balciar;Econ. Modell.,2017

5. Bitter to better-how to make BitCoin a better currency;Barber,2012

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