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Sponsored AI AM CLAUDE, A Beginner's Guide: Learn the basics of working with AI AI AM CLAUDE, A Beginner's Guide: Learn the basics of working with AI

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Yu-Cheng Song

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Open access Sep 2026

Measuring Crypto Tail Risk under Extreme Shocks: An EVT-GARCH and CAViaR Comparative Study

The FTX window is associated with additional volatility in all four assets, including de-pegging-related risk in DAI, which supports the joint use of complementary models in cryptocurrency stress testing and risk monitoring.

Yu-Cheng Song · 0 citations

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