Citation notice #9064 · 2026-08-07 06:34:43.788572+00:00

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling

Correction Crossref Open

cites Vine copu la- based dependence and portfolio value-at-risk analysis of the cryp tocur- rency market, which carries a correction notice dated 2020-12-05. 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 · citation context · bibliography index 11

Arbitrage theory in continuous time (4th edn) . Oxford uni- versity press, 2019. URL: http://dx.doi.org/10.1093/oso/9780198851615. 001.0001. [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. [12] Tobias Burggraf. Beyond risk parity-a machine learning-based hierarchi- cal risk parity approach on cryptocurrencies. Finance Research Letters, 38:101523, 2021. URL: http://dx.doi.org/10.1016/j.frl.2020.101523. Springer Nature 2021 LATEX template REFERENCES 29 [13] Thi Hong Van Cao. Risk measurement of cryptocurrencies usin g value at risk and expected shortfall.

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Arbitrage theory in continuous time (4th edn) . Oxford uni- versity press, 2019. URL: http://dx.doi.org/10.1093/oso/9780198851615. 001.0001. [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. [12] Tobias Burggraf. Beyond risk parity-a machine learning-based hierarchi- cal risk parity approach on cryptocurrencies. Finance Research Letters, 38:101523, 2021. URL: http://dx.doi.org/10.1016/j.frl.2020.101523. Springer Nature 2021 LATEX template REFERENCES 29 [13] Thi Hong Van Cao. Risk measurement of cryptocurrencies usin g value at risk and expected shortfall

02Event

Type: Correction
Source: Crossref
Original DOI: 10.1016/j.inteco.2019.03.002
Notice DOI: 10.1016/j.inteco.2020.12.002
Date: 2020-12-05
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)

Schema constants (for re-runners): correction · crossref

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