{"title":"Risk in the cryptocurrency markets: the role of structural breaks and fat-tailed distributions in estimating value-at-risk and expected shortfall","authors":"Saswat Patra, N. Gupta","doi":"10.1080/1351847x.2023.2241516","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"24 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-08-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"The European Journal of Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/1351847x.2023.2241516","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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