Evaluating Cryptocurrency Market Risk on the Blockchain: An Empirical Study Using the ARMA-GARCH-VaR Model-Reference-Cited by-同舟云学术

Evaluating Cryptocurrency Market Risk on the Blockchain: An Empirical Study Using the ARMA-GARCH-VaR Model

Author:

Huang Yongrong¹^ORCID,Wang Huiqing¹^ORCID,Chen Zhide¹^ORCID,Feng Chen²^ORCID,Zhu Kexin³^ORCID,Yang Xu⁴^ORCID,Yang Wencheng⁵^ORCID

Affiliation:

1. School of Computer and Cyberspace Security, Fujian Normal University, Fuzhou, China

2. Department of Information Engineering, Fuzhou Polytechnic, Fuzhou, China

3. Department of Computer Science and Engineering, National Sun Yat-sen University, Kaohsiung, Taiwan

4. College of Computer and Data Science, Minjiang University, Fuzhou, China

5. School of Mathematics, Physics and Computing, University of Southern Queensland, Toowoomba, QLD, Australia

Funder

National Natural Science Foundation of China

Science and Technology Project of Fuzhou Institute of Oceanography

Fuzhou-Xiamen-Quanzhou National Independent Innovation Demonstration Zone Collaborative Innovation Platform

Fujian Provincial Health Commission Technology Plan

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Link

Reference32 articles.

1. Peoples bank of China collaborates on central bank digital currency;Yang;China Securities J.,2022

5. Understanding waiting time in transaction fee mechanism: An interdisciplinary perspective;Zhang,2023