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

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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Bibliographic Details
Main Authors: Yongrong Huang, Huiqing Wang, Zhide Chen, Chen Feng, Kexin Zhu, Xu Yang, Wencheng Yang
Format: Article
Language:English
Published: IEEE 2024-01-01
Series:IEEE Open Journal of the Computer Society
Subjects:
GARCH
VaR
market risk
cryptocurrency
and data analysis
Online Access:https://ieeexplore.ieee.org/document/10449426/

Internet

https://ieeexplore.ieee.org/document/10449426/

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