Yongrong Huang, Huiqing Wang, Zhide Chen, Chen Feng, Kexin Zhu, Xu Yang 0002, WenCheng Yang. Evaluating Cryptocurrency Market Risk on the Blockchain: An Empirical Study Using the ARMA-GARCH-VaR Model. IEEE Open J. Comput. Soc., 5:83-94, 2024. [doi]
Abstract is missing.