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

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

ISSN: 1544-6123

Argitalpen urtea: 2020

Alea: 33

Mota: Artikulua

DOI: 10.1016/J.FRL.2019.04.037 GOOGLE SCHOLAR