Work

Tail risk measurement in crypto-asset markets

Year: 2020

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2020.101604

Authors: Daniel Felix Ahelegbey, Paolo Giudici, Fatemeh Mojtahedi

Institutions: University of Pavia, Sari Agricultural Sciences and Natural Resources University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3014351130

FWCI: 7.262

Cites: 49

Cited by: 73

Related to: 10