Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach
| Autor: | Nguyen, Linh Hoang, Chevapatrakul, Thanaset, Yao, Kai |
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| Zdroj: | In Journal of Empirical Finance September 2020 58:333-355 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect