Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches

Fuente: arXiv

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Bibliographic Details
Main Authors:	Rehman, Shafique Ur, Ahmad, Touqeer, Desheng, Wu Dash, Karamoozian, Amirhossein
Format:	Preprint
Published:	2024
Subjects:	Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2407.15766