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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| Principais autores: | , , , , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
IEEE
2024-01-01
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| Series: | IEEE Open Journal of the Computer Society |
| Assuntos: | |
| Acceso en liña: | https://ieeexplore.ieee.org/document/10449426/ |
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