Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10011716049
We provide an extreme value analysis of the returns of Bitcoin. A particular focus is on the tail risk characteristics and we will provide an in-depth univariate extreme value analysis. Those properties will be compared to the traditional exchange rates of the G10 currencies versus the US...
Persistent link: https://www.econbiz.de/10012935265