Assessing bitcoin return extrema in the context of extreme value theory
Erhan Uluceviz
| Year of publication: |
2025
|
|---|---|
| Authors: | Uluceviz, Erhan |
| Published in: |
Machine Learning in Finance : Trends, Developments and Business Practices in the Financial Sector. - Cham : Springer Nature Switzerland, ISBN 978-3-031-83266-6. - 2025, p. 171-185
|
| Subject: | Bitcoin returns | Extrema | Tail distributions | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Ausreißer | Outliers | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-031-83266-6_11 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015372039