Modeling the Linkages between Bitcoin, Gold, Dollar, Crude Oil, and Stock Markets: A GARCH-EVT-Copula Approach

Table 4

Results of tail thresholds and EVT fitting.

	Lower tail			Upper tail
	Bitcoin	−−0.7004	0.2951	0.5180	0.7258	0.2463	0.3953
Gold	−1.0964	−0.0310	0.6878	1.1099	0.0970	0.6028
Dollar	−1.2238	0.1736	0.4190	1.2080	−0.0305	0.6330
Oil	−1.2179	0.0721	0.6637	1.1191	0.0243	0.4836
Stock	−0.2661	0.1416	0.6547	1.1181	−0.0031	0.4107