An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies

出版年份 2021 全文链接

标题

作者

关键词

Bitcoin, Ethereum, Extreme value theory, Extreme correlation, Peaks over threshold method

出版物

Volume 59, Issue -, Pages 101541

出版商

Elsevier BV

发表日期

2021-09-21

DOI

10.1016/j.ribaf.2021.101541

参考文献

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