Estimation and forecasting of left-tail risk measures with an application to cryptocurrencies

Additional Metadata
Keywords	Conditional expected shortfall; conditional Value-at-Risk; extreme value index; cryptocurrency
Thesis Advisor	Zhou, C.
Persistent URL	hdl.handle.net/2105/60018
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Kelders, F.M.H. (2021, November 4). Estimation and forecasting of left-tail risk measures with an application to cryptocurrencies. Econometrie. Retrieved from http://hdl.handle.net/2105/60018

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