Citation notice #8791 · 2026-08-06 18:20:22.042929+00:00
Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling
cites Vine copu la- based dependence and portfolio value-at-risk analysis of the cryp tocur- rency market, which carries a correction notice dated 2023-08-24. One-hop deterministic notice: the citation edge exists in the Pith bibliography graph; no model judged whether the citation was load-bearing.
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01Evidence
Raw extraction · bibliography line · bibliography index 11
Gideon Boako, Aviral Kumar Tiwari, and David Roubaud. Vine copu la- based dependence and portfolio value-at-risk analysis of the cryp tocur- rency market. International Economics, 158:77–90, 2019. URL: https:// doi.org/10.1016/j.inteco.2019.03.002
02Event
- Type
- Correction
- Source
- Crossref
- Original DOI
- 10.1016/j.inteco.2019.03.002
- Notice DOI
- 10.1016/j.inteco.2023.08.006
- Date
- 2023-08-24
- Title
- Erratum regarding missing declaration of competing interest statements in previously published articles
- Reasons
- ['Erratum']
- Work
- Vine copu la- based dependence and portfolio value-at-risk analysis of the cryp tocur- rency market (2019)
03Dispute this notice
If this citation does not depend on the flagged claim, or the event is wrong, say so. Disputes are public. For a signed challenge against the paper itself, use the formal challenge form.