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Article Dans Une Revue Finance Research Letters Année : 2023

Subsample analysis of stock market – cryptocurrency returns tail dependence: A copula approach for the tails

Nabila Boukef Jlassi
Ahmed Jeribi
Amine Lahiani
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hal-04353030 , version 1 (19-12-2023)

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Nabila Boukef Jlassi, Ahmed Jeribi, Amine Lahiani, Salma Mefteh-Wali. Subsample analysis of stock market – cryptocurrency returns tail dependence: A copula approach for the tails. Finance Research Letters, 2023, 58, pp.104056. ⟨10.1016/j.frl.2023.104056⟩. ⟨hal-04353030⟩
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