An application of extreme value theory to cryptocurrencies

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Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets? (2018, unknown): “From equations (12) and (9) it follows that μ(t) = μ+ 4σ − 4σ(1− F (t)) π 4 .”
Optimal vs naïve diversification in cryptocurrencies (2018, background): “…2018), the hedging and diversification benefits of Bitcoin (Bouri et al 2017a; Corbet et al 2018a), the unique features of cryptocurrencies (Gkillas and Katsiampa 2018; Phillip et al 2018), the relationship between transaction activity and Bitcoin returns (Koutmos 2018) and price…”
An empirical investigation of volatility dynamics in the cryptocurrency market (2019, unknown): “, 2018), heavy tail behaviour (Osterrieder and Lorenz, 2017; Osterrieder et al., 2017; Gkillas and Katsiampa, 2018; Phillip et al., 2018) and leverage effects (Phillip et al.”