Extreme tail network analysis of cryptocurrencies and trading strategies

Title
Extreme tail network analysis of cryptocurrencies and trading strategies
Authors
Keywords
Bitcoin, Cryptocurrencies, Tail network of spillovers, Quantile, LASSO, Trading strategies
Journal
Finance Research Letters
Volume 44, Issue -, Pages 102106
Publisher
Elsevier BV
Online
2021-05-05
DOI
10.1016/j.frl.2021.102106

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