Interdependence of Bitcoin and Other Crypto Money Indicators: CD Vine Copula Approach

dc.contributor.author	METİN KARAKAŞ, Ayşe
dc.contributor.author	DEMİR, Aslıhan
dc.contributor.author	ÇALIK, Sinan
dc.date.accessioned	2024-03-11T06:29:10Z
dc.date.available	2024-03-11T06:29:10Z
dc.date.issued	2020
dc.identifier.issn	2147-3188
dc.identifier.uri	http://dspace.beu.edu.tr:8080/xmlui/handle/123456789/14433
dc.description.abstract	In recent years, there has been a growing interest on the combination of copulas with mixture model. The combination of vine copulas incorporated into a finite mixture model is also helpful to capture secret structures in a data. This paper aims to examine the relationship between bitcoin and other crypto money indicators with the CD Vine Copula Approach method. In the study, we use closing prices of Bitcoin, Bitcoin Cash, Ethereum, Litecoin, and IOTA. The results show that there is a strong dependence between bitcoin and prominent financial indicators.	tr_TR
dc.language.iso	English	tr_TR
dc.publisher	Bitlis Eren Üniversitesi	tr_TR
dc.rights	info:eu-repo/semantics/openAccess	tr_TR
dc.subject	Vine Copula	tr_TR
dc.subject	C Vine copula	tr_TR
dc.subject	D vine copula	tr_TR
dc.title	Interdependence of Bitcoin and Other Crypto Money Indicators: CD Vine Copula Approach	tr_TR
dc.type	Article	tr_TR
dc.identifier.issue	4	tr_TR
dc.identifier.startpage	1527	tr_TR
dc.identifier.endpage	1536	tr_TR
dc.relation.journal	Bitlis Eren Üniversitesi Fen Bilimleri Dergisi	tr_TR
dc.identifier.volume	9	tr_TR