| Autor: |
Vukovic, Darko, Maiti, Moinak, Grubisic, Zoran, Grigorieva, Elena M., Frömmel, Michael |
| Zdroj: |
Sustainability (2071-1050); Nov2021, Vol. 13 Issue 22, p12484, 1p |
| Abstrakt: |
Theoretical Background": In the study of [16], wavelet methods were applied to examine the impact of COVID-19 on Bitcoin prices. with In the study of [17], wavelet methods were applied to examine the impact of COVID-19 on Bitcoin prices. Theoretical Background": For example, the authors of [45] suggest a bivariate copula approach for tail risk modeling, the authors of [30] propose a linear bivariate quantile regression (bivariate CoVaR) as the most appropriate model, and [43] (based on the work of [46,47]), used a tail-event driven network to analyze the tail-risk interdependence among 23 cryptocurrencies. with For example, the authors of [44] suggest a bivariate copula approach for tail risk modeling, the authors of [44] propose a linear bivariate quantile regression (bivariate CoVaR) as the most appropriate model, and [43] (based on the work of [46,47]), used a tail-event driven network to analyze the tail-risk interdependence among 23 cryptocurrencies. The authors of [62-65] and others extensibly used this method recently to derive the study estimates. with The authors of [63-65] and others extensibly used this method recently to derive the study estimates. [Extracted from the article] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
|
