The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Tak Kuen Siu
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2020.1854669 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500918