Portfolio value-at-risk with two-sided Weibull distribution : evidence from cryptocurrency markets
Year of publication: |
2021
|
---|---|
Authors: | Silahli, Baykar ; Dingec, Kemal Dincer ; Cifter, Atilla ; Aydin, Nezir |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-8
|
Subject: | Cryptocurrency markets | Portfolio Value-at-Risk | Two-sided Weibull distribution | Volatility | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Virtuelle Währung | Virtual currency | Statistische Verteilung | Statistical distribution | Volatilität |
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