Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations[J] FINANCE RESEARCH LETTERS 2023(55) Malek, Jiri Nguyen, Duc Khuong Sensoy, Ahmet Van Tran, Quang
Systemic risk-sharing framework of cryptocurrencies in the COVID-19 crisis[J] FINANCE RESEARCH LETTERS 2022(47) Akhtaruzzaman, Md Boubaker, Sabri Nguyen, Duc Khuong Rahman, Molla Ramizur