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

Cryptocurrency, a novel digital asset within the blockchain technology ecosystem, has recently garnered significant attention in the investment world. Despite its growing popularity, the inherent volatility and instability of cryptocurrency investments necessitate a thorough risk evaluation. This st...

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書誌詳細

出版年:	IEEE Open Journal of the Computer Society
主要な著者:	Yongrong Huang, Huiqing Wang, Zhide Chen, Chen Feng, Kexin Zhu, Xu Yang, Wencheng Yang
フォーマット:	論文
言語:	英語
出版事項:	IEEE 2024-01-01
主題:	GARCH VaR market risk cryptocurrency and data analysis
オンライン･アクセス:	https://ieeexplore.ieee.org/document/10449426/