RiskMetrics method for estimating Value at Risk to compare the riskiness of BitCoin and Rand
In this study, the RiskMetrics method is used to estimate Value at Risk for two exchange rates: BitCoin/dollar and the South African Rand/dollar. Value at Risk is used to compare the riskiness of the two currencies. This is to help South Africans and investors understand the risk they are taking by...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2023-03-01
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| Series: | Investment Management & Financial Innovations |
| Subjects: | |
| Online Access: | https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/17759/IMFI_2023_01_Chikobvu.pdf |