Modeling risk dependence and portfolio VaR forecast through vine copula for cryptocurrencies

Open Access

Peer-reviewed

Research Article

About the Authors

Khreshna Syuhada

Roles Conceptualization, Formal analysis, Methodology, Supervision, Validation, Writing – original draft, Writing – review & editing

Affiliation Statistics Research Division, Institut Teknologi Bandung, Bandung, Indonesia

Arief Hakim

Roles Data curation, Formal analysis, Methodology, Writing – review & editing

Affiliation Statistics Research Division, Institut Teknologi Bandung, Bandung, Indonesia

NO authors have competing interests.

Finance
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Forecasting
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Random variables
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Probability distribution
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Built structures
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Insurance
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