![](/img/cover-not-exists.png)
Value at risk and returns of cryptocurrencies before and after the crash: long-run relations and fractional cointegration
Tan, Zhengxun, Huang, Yilong, Xiao, BinuoJournal:
Research in International Business and Finance
DOI:
10.1016/j.ribaf.2020.101347
Date:
October, 2020
File:
PDF, 3.45 MB
2020