S&P 500 and Cryptocurrency market risk measured by standard deviation, VaR and CVaR: A comparison study
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F22%3A00058943" target="_blank" >RIV/61384399:31110/22:00058943 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
S&P 500 and Cryptocurrency market risk measured by standard deviation, VaR and CVaR: A comparison study
Original language description
Main topics of the document: US index S&P 500; cryptocurrencies; normal inverse Gaussian distribution; alpha stable distribution; VaR and CVaR stable distribution; VaR and CVaR
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
50206 - Finance
Result continuities
Project
<a href="/en/project/GA22-19617S" target="_blank" >GA22-19617S: Modeling the structure and dynamics of energy, commodity and alternative asset prices</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2022
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Sborník příspěvků konference - Trendy v podnikání 2022
ISBN
978-80-261-1129-0
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
"nestrankovano"
Publisher name
Fakulta ekonomická Západočeské univerzity v Plzni
Place of publication
Plzeň
Event location
Plzeň
Event date
Nov 10, 2022
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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