Volatility Modelling and VaR: The Case of Bitcoin, Ether and Ripple
Since Bitcoin introduction in 2008, the cryptocurrency market has grown into hundreds-of-billion-dollar market. The cryptocurrency market is well known as very volatile, mainly for the fact that the cryptocurrencies have not the price to fall back upon and that anybody can join the trading (no licen...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2020-10-01
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| Series: | Danube |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/danb-2020-0015 |