Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting

  1. Acereda, B.
  2. Leon, A.
  3. Mora, J.
Journal:
Finance Research Letters

ISSN: 1544-6123

Year of publication: 2020

Volume: 33

Type: Article

DOI: 10.1016/J.FRL.2019.04.037 GOOGLE SCHOLAR
Data source: Scopus