On the factors of Bitcoin’s value at risk
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DOI: 10.1186/s40854-021-00297-3
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More about this item
Keywords
Bitcoin; Value at risk; CAViaR;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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