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Financial Risk and Volatility ModelingStochastic processes and financial applicationsProbability and Risk Models

Real-Time Dynamic Higher-Order Moments of Cryptocurrencies for Volatility Forecasting and Risk Measurement: New Evidence from the SHARV–SK Model

Junjie Liu, Shijie Song

2026.6.1Research in International Business and Finance

DOI: 10.1016/j.ribaf.2026.103521

Abstract

Abstract is not available.

Citation format

LIU, Junjie; SONG, Shijie. Real-time dynamic higher-order moments of cryptocurrencies for volatility forecasting and risk measurement: New evidence from the SHARV–SK model. Research in International Business and Finance, 2026, 90: 103521.