Extremes of extremes : risk assessment for very small samples with an exemplary application for cryptocurrency returns
Christoph J. Börner, Ingo Hoffmann, Jonas Krettek, Lars M. Kürzinger and Tim Schmitz
| Year of publication: |
2023
|
|---|---|
| Authors: | Börner, Christoph J. ; Hoffmann, Ingo ; Krettek, Jonas ; Kürzinger, Lars M. ; Schmitz, Tim |
| Subject: | cryptocurrencies | extreme value | risk assessment | scaling laws | small samples | Virtuelle Währung | Virtual currency | Risikomaß | Risk measure | Ausreißer | Outliers | Stichprobenerhebung | Sampling | Statistische Verteilung | Statistical distribution | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2023.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014487287