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Updated: Mar 3, 2026

An R-Based Landscape Validation of a Competing Risk Model
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风险价值长内存波动模型,加密货币的重尾分布.

Stephanie Danielle Subramoney1, Knowledge Chinhamu1, Retius Chifurira1

  • 1School of Mathematics, Statistics and Computer Science, University of KwaZulu-Natal, Durban, South Africa.

Frontiers in applied mathematics and statistics
|March 2, 2026
PubMed
概括

这项研究表明,长内存模型显著改善了加密货币风险评估. 对波动性持久性的核算提高了风险估计的准确性,并加强了数字资产的管理实践.

关键词:
通用自回归条件异质二次性 (GARCH)风险价值 (VaR) 是指风险中的价值.加密货币加密货币加密货币加密货币概括自回归得分 (GAS) 概括自回归得分长时间内存 (LM)

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