Backtesting in VaR Models of Bitcoins

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Backtesting in VaR Models of Bitcoins

Bitcoins is the most famous cryptocurrency in the world and is getting more and more important as an investment product. But from bitcoins’ historical performance, it can be read that this cryptocurrency has large volatilities which brought many risks to investors. The purpose of this dissertation i...

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Bibliographic Details
Main Author:	Shen, Jiadi
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2018
Online Access:	https://eprints.nottingham.ac.uk/54384/

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