The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Year of publication: |
2021
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---|---|
Authors: | Siu, Tak Kuen |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 17, p. 1991-2014
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Subject: | Cryptocurrencies | tail Risk | long Memory | conditional Volatility | conditional Non-Normality | behavioural Anomalies | Volatilität | Volatility | ARCH-Modell | ARCH model | Risikomaß | Risk measure | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Risiko | Risk | Schätzung | Estimation |
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