Probability Distribution in Volatility and Value-at-Risk Forecasting for Cryptocurrency
Year of publication: |
2022
|
---|---|
Authors: | Chen, Qihao ; Huang, Zhuo ; Liang, Fang |
Publisher: |
[S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Virtuelle Währung | Virtual currency | Wahrscheinlichkeitsrechnung | Probability theory | ARCH-Modell | ARCH model |
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