@article {Forecasting2023,
title = {Forecasting and backtesting systemic risk in the cryptocurrency market},
year = {2023},
notes = {https://doi.org/10.1016/j.frl.2023.103788},
url = {https://www.esri.ie/publications/forecasting-and-backtesting-systemic-risk-in-the-cryptocurrency-market},
author = {Frang, Sheng and Cao , Guangxi and Egan, Paul},
journal = {Finance Research Letters, 2023.},
}