Nowcasting bitcoin's crash risk with order imbalance
Dimitrios Koutmos, Wang Chun Wei
| Year of publication: |
2023
|
|---|---|
| Authors: | Koutmos, Dimitrios ; Wang Chun Wei |
| Subject: | Bitcoin | Cryptocurrencies | Extreme value modeling | Virtuelle Währung | Virtual currency | Finanzkrise | Financial crisis | Risiko | Risk | Risikomaß | Risk measure | Elektronisches Zahlungsmittel | Electronic payment |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-023-01148-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014341029