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Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models

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0 Published in 2020 at "Research in International Business and Finance"

DOI: 10.1016/j.ribaf.2020.101259

Abstract: Abstract Since the financial crisis, risk management has been of growing interest to investors and the approach of Value-at-Risk has gained wide acceptance. Investing in Cryptocurrencies brings not only huge rewards but also huge risks.… read more here.

Keywords: value risk; risk; forecasting value; value ... See more keywords