登录 注册 会员服务 联系我们

Optimizing the market-risk of major cryptocurrencies using CVaR measure and copula simulation

  • Published:2021-04-14 Issue:3 Volume:14 Page:291-307
  • ISSN:1752-0843
  • Container-title:Macroeconomics and Finance in Emerging Market Economies
  • language:en
  • Short-container-title:Macroeconomics and Finance in Emerging Market Economies

Author:

Pradhan Ashis Kumar1,Mittal Ishan2,Tiwari Aviral Kumar34ORCID

Affiliation:

1. Department of Humanities, Maulana Azad National Institute of Technology, Bhopal, India

2. Indian Institute of Management Lucknow, Lucknow, India

3. Department of Finance and Economics, Rajagiri Business School, Rajagiri Valley Campus, Kakkanad, Kochi, India

4. Higher School of Economics and Management, South Ural State University, Lenin Prospect 76, Chelyabinsk, Russian Federation

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Cited by 9 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Advanced Machine Learning Techniques for Predicting Gold and Silver Futures;International Journal of Innovative Science and Research Technology (IJISRT);2024-07-12

2. Integrating Quantum Computing With Agile Software Practices for Enhanced Supply Chain Optimization;Advances in Logistics, Operations, and Management Science;2024-06-30

3. Relationships among return and liquidity of cryptocurrencies;Financial Innovation;2024-01-01

4. The impact of the oil price on mineable and non-mineable cryptocurrencies;Energy Sources, Part B: Economics, Planning, and Policy;2023-10-11

5. A Model for Calculating the Effectiveness of Writing and Hedging SBI Derivatives;International Research Journal of Multidisciplinary Technovation;2023-03-30
同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3