Name of QuantLet: CCIndexRisk

Published in: International Review of Economics & Finance (Under Review)

Description: Code for reproducing the results from the paper: Which risk do crypto index investments have?

Keywords: Spectral risk measure, Value-at-risk, Expected shortfall, Cryptocurrency Index, Digital assets, CRIX, Portfolio

See also: SRMforDA

Author: Matúš Horváth

Submitted: 20 Feb 2024