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
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|---|---|
| Authors: | Börner, Christoph J. ; Hoffmann, Ingo ; Krettek, Jonas ; Kürzinger, Lars M. ; Schmitz, Tim |
| Published in: |
Journal of risk : JOR. - London : Infopro Digital Risk, ISSN 1755-2842, ZDB-ID 2091446-5. - Vol. 26.2023, 1, p. 77-97
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| 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