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~isPartOf:"Journal of banking & finance"
~isPartOf:"Research in international business and finance"
~isPartOf:"Working paper"
~person:"Liu, Yimeng"
~subject:"Prognoseverfahren"
~subject:"Risk management"
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Liu, Yimeng
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Journal of banking & finance
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Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model
Jiang, Kunliang
;
Zeng, Linhui
;
Song, Jiashan
;
Liu, Yimeng
- In:
Research in international business and finance
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014240057
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