Conditional tail-risk in cryptocurrency markets
Year of publication: |
2019
|
---|---|
Authors: | Borri, Nicola |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 50.2019, p. 1-19
|
Subject: | Cryptocurrency | Contagion | Tail-risk | Portfolio-Management | Portfolio selection | Welt | World | Risikomaß | Risk measure | Ansteckungseffekt | Contagion effect | Virtuelle Währung | Virtual currency |
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