Nitesh Thakur

Bayesian Extreme Value Analysis of Bitcoin Tail Risk: Regulatory and Managerial Perspectives

2025 · Preprints.org

This paper develops a Bayesian framework for modeling extreme downside risk in cryp-tocurrency markets, focusing on Bitcoin daily returns from 2014 to 2025. While the peaks-over-threshold (POT) approach from Extreme Value Theory (EVT) is widely …