Work

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

Year: 2021

Type: article

Source: Research in International Business and Finance

DOI: 10.1016/j.ribaf.2021.101541

Authors: Stephen Chan, Jeffrey Chu, Yuanyuan Zhang, Saralees Nadarajah

Institutions: American University of Sharjah, Renmin University of China, University of Manchester

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3204856825

FWCI: 7.255

Cites: 55

Cited by: 47

Related to: 10