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Modeling dynamic VaR and CVaR of cryptocurrency returns wit..:
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
.
Finance Research Letters. 55 (2023) - p. 103817 , 2023
Link:
https://doi.org/10.1016/j.frl.2023.103817
RT Journal T1
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.frl.2023.103817&Exemplar=1&LAN=DE A1 Malek, Jiri A1 Nguyen, Duc Khuong A1 Sensoy, Ahmet A1 Tran, Quang Van PB Elsevier BV YR 2023 SN 1544-6123 JF Finance Research Letters VO 55 SP 103817 LK http://dx.doi.org/https://doi.org/10.1016/j.frl.2023.103817 DO https://doi.org/10.1016/j.frl.2023.103817 SF ELIB - SuUB Bremen
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