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Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics Type Models
Liu, Wei, Semeyutin, Artur, Marco Lau, Chi Keung, Gozgor, GirayJournal:
Research in International Business and Finance
DOI:
10.1016/j.ribaf.2020.101259
Date:
June, 2020
File:
PDF, 3.48 MB
2020