Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations
Given the increasing interest in cryptocurrencies shown by investors and researchers, and the importance of the potential loss scenarios resulting from investment/trading activities, this research provides market operators with a dynamic overview on the short-term portfolio tail risk contribution of...
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| Veröffentlicht in: | MAGKS - Joint Discussion Paper Series in Economics (Band 34-2020) |
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| Autoren: | , , |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
2020
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| Schlagworte: | |
| Online-Zugang: | PDF-Volltext |
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