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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Published in: | MAGKS - Joint Discussion Paper Series in Economics (Band 34-2020) |
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Main Authors: | , , |
Format: | Article |
Language: | English |
Published: |
2020
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Subjects: | |
Online Access: | PDF Full Text |
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