Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies
Jie Cheng
| Year of publication: |
2023
|
|---|---|
| Authors: | Cheng, Jie |
| Subject: | Cryptocurrencies | Generalized autoregressive score (GAS) model | Multivariate probabilistic forecasts | Portfolio management | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Virtuelle Währung | Virtual currency | Theorie | Theory | Risikomaß | Risk measure | Prognose | Forecast | Multivariate Analyse | Multivariate analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-023-02360-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014329089