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The risks of cryptocurrencies with long memory in volatility,
non-normality
and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
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Impact of non-normal return and market capitalization on estimation of VaR
Sinha, Pankaj
;
Agnihotri, Shalini
- In:
Journal of Indian business research
7
(
2015
)
3
,
pp. 222-242
Persistent link: https://www.econbiz.de/10011413255
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