An application of extreme value theory to cryptocurrencies (Q1787362)
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scientific article; zbMATH DE number 6947492
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An application of extreme value theory to cryptocurrencies |
scientific article; zbMATH DE number 6947492 |
Statements
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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0.8535844
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0.8407123
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0.84006214
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0.83122283
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0.8245332
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