The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Tak Kuen Siu
| Year of publication: |
2021
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|---|---|
| Authors: | Siu, Tak Kuen |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 17, p. 1991-2014
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| Subject: | Cryptocurrencies | tail Risk | long Memory | conditional Volatility | conditional Non-Normality | behavioural Anomalies | Volatilität | Volatility | ARCH-Modell | ARCH model | Risikomaß | Risk measure | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Risiko | Risk | Schätzung | Estimation |
Online Resource
| 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