Syuhada, Kreshna; Tjahjono, Venansius; Hakim, Arief - In: Risks : open access journal 11 (2023) 2, pp. 1-25
combination with Bitcoin. To measure their risk, we proposed a modified aggregate risk measure (AggM) defined as a convex … the latter outperformed the former when forecasting volatility and aggregate risk measures. In particular, the AggM …