Modelling and Forecasting Risk Dependence and Portfolio VaR for Cryptocurrencies

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1 Introduction

Cryptocurrencies have surged in popularity among investors, regulators, and policymakers in recent years. As decentralized digital assets, they operate independently of traditional banking systems and monetary policies. Bitcoin, launched in 2009, remains the dominant cryptocurrency, but others like Ethereum (ETH), Litecoin (LTC), and Ripple (XRP) have also gained traction. The market witnessed exponential growth from 2016 to 2020, punctuated by volatility spikes during the 2018 bubble and the COVID-19-induced selloff in March 2020.

Existing research explores cryptocurrencies’ hedging properties, market efficiency, and volatility patterns. However, most studies focus on univariate analyses or within-sample fits, leaving gaps in understanding interdependencies and risk forecasting. This paper addresses these gaps by examining:

  1. Risk Dependence: Time-varying correlations among BTC, ETH, LTC, and XRP.
  2. Portfolio VaR: Value-at-Risk forecasts using multivariate models.

We employ the Generalized Autoregressive Score (GAS) model and compare its performance against the DCC-GARCH framework, emphasizing out-of-sample accuracy.


2 Methodology

2.1 Multivariate GAS Model

The GAS(1,1) model updates time-varying parameters (volatility, correlation) using a score-driven approach:

$$ {\varvec{\theta}}_{t+1} = {\varvec{\kappa}} + A{\varvec{s}}_t + B{\varvec{\theta}}_t $$

Where:

2.2 DCC-GARCH Model

The DCC(1,1) model estimates dynamic correlations via:

$$ Q_t = (1 - a - b)\bar{Q} + a{\varvec{Z}}_{t-1}{\varvec{Z}}_{t-1}^T + bQ_{t-1} $$

Both models assume multivariate Student-t distributions for heavy-tailed returns.


3 Empirical Analysis

3.1 Data and Preliminary Insights

Table 1: Descriptive Statistics
| Asset | Mean Return | Skewness | Kurtosis | ARCH Effect (p-value) |
|-------|-------------|----------|----------|-----------------------|
| BTC | 0.15% | -0.21 | 8.74 | <0.001 |
| ETH | 0.18% | 0.05 | 9.32 | <0.001 |

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3.2 In-Sample Results


4 Out-of-Sample Forecasting

4.1 Performance Metrics

Table 5: Forecast Accuracy (MSE/QLIKE)
| Model | Volatility (ETH) | Correlation (BTC-XRP) |
|----------|------------------|-----------------------|
| GAS | 0.82 | 0.91 |
| DCC | 1.04 | 1.12 |

4.2 Density Forecasts

4.3 VaR Backtesting

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5 Conclusion

Future research could extend to stablecoins or incorporate regime-switching frameworks.


FAQ

Q1: Why use GAS instead of traditional GARCH?
A: GAS dynamically updates parameters using the likelihood score, offering better adaptability to market shocks.

Q2: How do SEC lawsuits impact XRP’s risk profile?
A: Legal uncertainties decoupled XRP’s correlations with other cryptos during 2020–2021.

Q3: Is portfolio diversification effective in crypto markets?
A: Yes, but correlations tighten during crises, reducing diversification benefits.

Q4: How reliable are VaR forecasts for crypto portfolios?
A: GAS-based VaRs show higher accuracy, especially at 1% quantiles.

Q5: Can these models predict black swan events?
A: While no model is perfect, GAS better captures tail risks than DCC.

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