Comparison of risk forecasts for cryptocurrencies : a focus on Range Value at Risk
Fernanda Maria Müller, Samuel Solgon Santos, Thalles Weber Gössling, Marcelo Brutti Righi
| Year of publication: |
2022
|
|---|---|
| Authors: | Müller, Fernanda Maria ; Santos, Samuel Solgon ; Gössling, Thalles Weber ; Righi, Marcelo Brutti |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 48.2022, p. 1-9
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| Subject: | Bitcoin | Cryptocurrencies | Range Value at Risk (RVaR) | Risk forecasting | Risikomaß | Risk measure | Virtuelle Währung | Virtual currency | Risiko | Risk | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |