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Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol; Dakos, Michael - In: Quantitative finance 23 (2023) 3, pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
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A critical investigation of cryptocurrency data and analysis
Alexander, Carol; Dakos, Michael - In: Quantitative finance 20 (2020) 2, pp. 173-188
Persistent link: https://www.econbiz.de/10012194860
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Delta hedging bitcoin options with a smile
Alexander, Carol; Imeraj, Arben - In: Quantitative finance 23 (2023) 5, pp. 799-817
Persistent link: https://www.econbiz.de/10014304354