Value at Risk long memory volatility models with heavy-tailed distributions for cryptocurrencies.

Subramoney SD, Chinhamu K, Chifurira R.

Open source

DOI: 10.3389/fams.2025.1567626
Published: 2025-05-19
Container: Front Appl Math Stat
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.3389/fams.2025.1567626,
  title = {Value at Risk long memory volatility models with heavy-tailed distributions for cryptocurrencies.},
  author = {Subramoney SD and  Chinhamu K and  Chifurira R.},
  year = {2025},
  journal = {Front Appl Math Stat},
  doi = {10.3389/fams.2025.1567626},
  url = {https://doi.org/10.3389/fams.2025.1567626}
}

RIS

TY  - JOUR
TI  - Value at Risk long memory volatility models with heavy-tailed distributions for cryptocurrencies.
AU  - Subramoney SD
AU  -  Chinhamu K
AU  -  Chifurira R.
PY  - 2025
JO  - Front Appl Math Stat
DO  - 10.3389/fams.2025.1567626
UR  - https://doi.org/10.3389/fams.2025.1567626
ER  -

APA

SD, S., K, C., & R., C. (2025). Value at Risk long memory volatility models with heavy-tailed distributions for cryptocurrencies.. Front Appl Math Stat. https://doi.org/10.3389/fams.2025.1567626

Source records

europe-pmc · retrieved 2026-09-26T14:29:56.176Z
doaj · retrieved 2026-09-26T14:29:56.154Z