What Coins Lead in the Cryptocurrency Market: Using Copula and Neural Networks Models
Exploring dependence structures between financial time series has been important within a wide range of applications. The main aim of this paper is to examine dependence relationships among five well-known cryptocurrencies—Bitcoin, Ethereum, Litecoin, Ripple, and Stella—by a copu...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-08-01
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| Series: | Journal of Risk and Financial Management |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1911-8074/12/3/132 |