Value at risk and returns of cryptocurrencies before and...

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Research in International Business and Finance 2020 / 10

Value at risk and returns of cryptocurrencies before and after the crash: long-run relations and fractional cointegration

Tan, Zhengxun, Huang, Yilong, Xiao, Binuo
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Journal:
Research in International Business and Finance
DOI:
10.1016/j.ribaf.2020.101347
Date:
October, 2020
File:
PDF, 3.45 MB
2020
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