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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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Dettagli Bibliografici
Autori principali:	Rehman, Shafique Ur, Ahmad, Touqeer, Desheng, Wu Dash, Karamoozian, Amirhossein
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Risk Management
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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