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  • 2.01 Martin de Tours School of Management and Economics
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  • Journal of Risk Management and Insurance
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Ariyapong Pansriwong (1)
Danai Likitratcharoen (1)Norrasate Sritanee (1)Ratikorn Chuensuksomboon (1)Teerasak Na Ranong (1)SubjectBitcoin (1)Cryptocurrency (1)Independence test (1)Joint test (1)Performance (1)POF test (1)
The Journal of Risk Management and Insurance (1)
The Journal of Risk Management and Insurance -- 2018 (1)
Value at Risk (1)
การทดสอบ Independence test (1)... View MoreDate Issued2018 (1)

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Value at risk performance in cryptocurrencies 

Danai Likitratcharoen; Teerasak Na Ranong; Ratikorn Chuensuksomboon; Norrasate Sritanee; Ariyapong Pansriwong (Assumption University Press, 2018)
Due to conclusion could not rely on only one test, in this study, we apply various approaches to verify the actuary of VaR model to find out whether VaR model, especially historical VaR and delta normal VaR model, ...


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Copyright © Assumption University.
All Rights Reserved.

Contact Us

The St. Gabriel's Library   
Hua Mak Campus  
Ramkhamhaeng 24, Hua Mak  
Bangkok Thailand 10240  
Tel.: (662) 3004543-62 Ext. 3402  
Fax.: (662) 7191544  
E-Mail Library : library@au.edu  


The Cathedral of Learning Library
Suvarnabhumi Campus
Bang Na-Trad Km. 26 Bangsaothong
Samuthprakarn Thailand 10540
Tel.: (662) 7232024, 7232025
Fax.: (662) 7191544
E-Mail Library : library@au.edu
 

 

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