A statistical risk assessment of bitcoin and its extreme tail behavior
Joerg Osterrieder, Julian Lorenz
| Year of publication: |
March 2017
|
|---|---|
| Authors: | Osterrieder, Joerg ; Lorenz, Julian |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 12.2017, 1, p. 1-19
|
| Subject: | Bitcoin | digital currencies | extreme value theory | tail events | risk management | Risikomanagement | Risk management | Elektronisches Geld | Electronic money | Ausreißer | Outliers | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Virtuelle Währung | Virtual currency | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495217500038 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011716049