Tail Risk Measurement in Crypto-Asset Markets
Year of publication: |
2020
|
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Authors: | Ahelegbey, Daniel Felix |
Other Persons: | Giudici, Paolo (contributor) ; Mojtahedi, Fatemeh (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | Messung | Measurement | Risiko | Risk | Risikomanagement | Risk management | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers |
Extent: | 1 Online-Ressource (17 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 18, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3556854 [DOI] |
Classification: | C31 - Cross-Sectional Models; Spatial Models ; c58 ; G01 - Financial Crises ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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