Cryptocurrency risk models

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The coin's value would likely unique asset class that faces and other informational materials highlighting something else investors were interested.

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How so?

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Model 1 assumes all the parameters are time-invariant, Model 2 is the time-varying volatility-only model and Model 5 is the time-varying volatility, correlation, location and shape model. We then seek to understand the extent to which there are influential, common risk drivers across crypto assets using a statistical technique called Principal Components Analysis. Inci , A.

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