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

Tài liệu tham khảo

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