Eric Tu

UC Berkeley School of Financial Engineering

2220 Piedmont Avenue

Berkeley, CA

United States

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Risk Analysis of Cryptocurrency

International Journal of Cryptocurrency Research, Forthcoming
Number of pages: 48 Posted: 20 Sep 2021 Last Revised: 20 Dec 2021
Rebellion Research, Columbia Mathematics of Finance and UC Berkeley School of Financial Engineering
Downloads 242 (179,890)

Abstract:

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Cryptocurrency, Liquidity, Momentum, Risk Analysis, Factor Model, PCA