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
A novel heavy tail distribution of logarithmic returns of cryptocurrencies[J] FINANCE RESEARCH LETTERS 2022(47) Van Tran, Quang Kukal, Jaromir
