The Limits of Conditional Volatility: Assessing Cryptocurrency VaR under EWMA and IGARCH Models

Fuente: arXiv

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Bibliographic Details
Main Author:	Kaur, Ekleen
Format:	Preprint
Published:	2026
Subjects:	Cryptography and Security Computational Engineering, Finance, and Science
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.13757