Regime changes in Bitcoin GARCH volatility dynamics

Finance Research Letters - Tập 29 - Trang 266-271 - 2019
David Ardia1,2, Keven Bluteau1,3, Maxime Rüede1
1Institute of Financial Analysis, University of Neuchatel, Switzerland
2Department of Decision Sciences, HEC Montreal, Canada
3Solvay Business School, Vrije Universiteit Brussel, Belgium

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