GARCH modelling of cryptocurrencies
Year of publication: |
December 2017
|
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Authors: | Chu, Jeffrey ; Chan, Stephen ; Nadarajah, Saralees ; Osterrieder, Joerg |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 10.2017, 4, p. 1-15
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Subject: | exchange rate | maximum likelihood | value at risk | Wechselkurs | Exchange rate | Risikomaß | Risk measure | ARCH-Modell | ARCH model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Virtuelle Währung | Virtual currency | Schätztheorie | Estimation theory | Volatilität | Volatility |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm10040017 [DOI] hdl:10419/238842 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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