The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Year of publication: |
2021
|
---|---|
Authors: | Siu, Tak Kuen |
Subject: | Cryptocurrencies | tail Risk | long Memory | conditional Volatility | conditional Non-Normality | behavioural Anomalies | Volatilität | Volatility | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Risiko | Risk | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Risikomaß | Risk measure | Kapitaleinkommen | Capital income |
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