An application of extreme value theory to cryptocurrencies (Q1787362)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An application of extreme value theory to cryptocurrencies |
scientific article |
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An application of extreme value theory to cryptocurrencies (English)
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5 October 2018
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cryptocurrency
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Bitcoin
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extreme value analysis
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value-at-risk
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expected shortfall
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