Extremes of extremes : risk assessment for very small samples with an exemplary application for cryptocurrency returns
Year of publication: |
2023
|
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Authors: | Börner, Christoph J. ; Hoffmann, Ingo ; Krettek, Jonas ; Kürzinger, Lars M. ; Schmitz, Tim |
Published in: |
Journal of risk : JOR. - London : Infopro Digital Risk, ISSN 1755-2842, ZDB-ID 2091446-5. - Vol. 26.2023, 1, p. 77-97
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Subject: | cryptocurrencies | extreme value | risk assessment | scaling laws | small samples | Risikomaß | Risk measure | Stichprobenerhebung | Sampling | Virtuelle Währung | Virtual currency | Ausreißer | Outliers | Statistische Verteilung | Statistical distribution |
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