Copulae for BTC and ETH returns

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  • 11 Students Enrolled

Copulae for BTC and ETH returns

Copulae for BTC and ETH returns

  • 0 Rating
  • 1 Reviews
  • 11 Students Enrolled
  • Free
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Courselet Content

2 components

Requirements

  • Time series and multivariate statistical analysis

General Overview

Description

This video presents an application of copula models to the returns of Bitcoin (BTC) and Ethereum (ETH).

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Meet the instructors !

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About the Instructor

Research interests: statistics and econometrics

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