Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market

Fuente: arXiv

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Bibliographic Details
Main Authors:	Foroni, Beatrice, Merlo, Luca, Petrella, Lea
Format:	Preprint
Published:	2023
Subjects:	Applications Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2307.06400