Work

Forecasting and backtesting systemic risk in the cryptocurrency market

Year: 2023

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2023.103788

Authors: Sheng Fang, Guangxi Cao, Paul Egan

Institutions: Wuxi University, Nanjing University of Information Science and Technology, Economic and Social Research Institute

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4353052203

FWCI: 3.575

Cites: 34

Cited by: 19

Related to: 10