ARTICLE
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doi:10.20944/preprints202307.0187.v1
Subject:
Business, Economics And Management,
Econometrics And Statistics
Keywords:
Bitcoin; cryptocurreny; extreme value models (EVM); GPD-Normal-GPD (GNG); generalised Pareto distribution (GPD); Kernel density estimator (KDE); Normal distribution; Value-at-Risk (VaR)
Online: 4 July 2023 (11:29:36 CEST)