文章基本信息
- 标题：Value at Risk estimation using GAS models with heavy tailed distributions for cryptocurrencies
- 本地全文：下载
- 作者：Stephanie Danielle Subramoney ; Knowledge Chinhamu ; Retius Chifurira 等
- 期刊名称：International Journal of Finance & Banking Studies
- 印刷版ISSN：2147-4486
- 出版年度：2021
- 卷号：10
- 期号：4
- 页码：40-54
- DOI：10.20525/ijfbs.v10i4.1316
- 语种：English
- 出版社：Society for the Study of Business & Finance
- 关键词：Cryptocurrency;GAS;Generalised Lambda Distribution;Value at Risk
