Media type: E-Article Title: Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies Contributor: Cheng, Jie [Author] Published: 2023 Published in: Empirical economics ; 65(2023), 2 vom: Aug., Seite 899-924 Language: English DOI: 10.1007/s00181-023-02360-7 Identifier: Keywords: Cryptocurrencies ; Generalized autoregressive score (GAS) model ; Multivariate probabilistic forecasts ; Portfolio management ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access