Risk quantification and validation for Bitcoin (Q2661514)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk quantification and validation for Bitcoin |
scientific article |
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Risk quantification and validation for Bitcoin (English)
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7 April 2021
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cryptocurrencies
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Gram-Charlier
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median shortfall
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backtesting
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GAS models
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robust GARCH
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