A statistical risk assessment of bitcoin and its extreme tail behavior

Joerg Osterrieder, Julian Lorenz

Year of publication:	March 2017
Authors:	Osterrieder, Joerg ; Lorenz, Julian
Published in:	Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 12.2017, 1, p. 1-19
Subject:	Bitcoin \| digital currencies \| extreme value theory \| tail events \| risk management \| Virtuelle Währung \| Virtual currency \| Risikomanagement \| Risk management \| Ausreißer \| Outliers \| Statistische Verteilung \| Statistical distribution \| Risikomaß \| Risk measure \| Elektronisches Zahlungsmittel \| Electronic payment \| Wahrscheinlichkeitsrechnung \| Probability theory

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