Volatility and Value at Risk of Crypto Versus Fiat Currencies

Viviane Naimy, Johnny El Chidiac, Rim El Khoury. Volatility and Value at Risk of Crypto Versus Fiat Currencies. In Witold Abramowicz, Gary Klein 0001, editors, Business Information Systems Workshops - BIS 2020 International Workshops, Colorado Springs, CO, USA, June 8-10, 2020, Revised Selected Papers. Volume 394 of Lecture Notes in Business Information Processing, pages 145-157, Springer, 2020. [doi]

Abstract

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