Portfolio value-at-risk with two-sided Weibull distribution : evidence from cryptocurrency markets
Baykar Silahli, Kemal Dincer Dingec, Atilla Cifter, Nezir Aydin
| Year of publication: |
2021
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|---|---|
| Authors: | Silahli, Baykar ; Dingec, Kemal Dincer ; Cifter, Atilla ; Aydin, Nezir |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-8
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| Subject: | Cryptocurrency markets | Portfolio Value-at-Risk | Two-sided Weibull distribution | Volatility | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Risikomaß | Risk measure | Theorie | Theory | Volatilität | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.101425 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012485378