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Cryptocurrency Volatility and Tail Risk: An Empirical Investigation Using ARMAGARCH-X Models.

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Title: Cryptocurrency Volatility and Tail Risk: An Empirical Investigation Using ARMAGARCH-X Models.
Alternate Title: Volatilidad de las criptomonedas y riesgo en las colas: una investigación empírica utilizando modelos ARMA-GARCH-X.
Volatilidade das criptomoedas e risco nas caudas: uma investigação empírica utilizando modelos ARMA-GARCH-X.
Authors: Alves de Abreu, Daniel Pereira1, Campos, Octávio Valente2, Bressan, Aureliano Angel3
Source: Revista Gestão & Tecnologia. 2026, Vol. 26 Issue 1, p7-40. 34p.
Database: Business Source Ultimate
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 194988976
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PubType: Academic Journal
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  Data: Volatilidad de las criptomonedas y riesgo en las colas: una investigación empírica utilizando modelos ARMA-GARCH-X.<br />Volatilidade das criptomoedas e risco nas caudas: uma investigação empírica utilizando modelos ARMA-GARCH-X.
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  Data: <searchLink fieldCode="JN" term="%22Revista+Gestão+%26+Tecnologia%22">Revista Gestão & Tecnologia</searchLink>. 2026, Vol. 26 Issue 1, p7-40. 34p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=194988976
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      – Code: eng
        Text: English
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        PageCount: 34
        StartPage: 7
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      – TitleFull: Cryptocurrency Volatility and Tail Risk: An Empirical Investigation Using ARMAGARCH-X Models.
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            NameFull: Alves de Abreu, Daniel Pereira
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            NameFull: Campos, Octávio Valente
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            NameFull: Bressan, Aureliano Angel
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              Text: 2026
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              Y: 2026
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              Value: 26
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