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Modelling volatility of cryptocurrencies using Markov-switc..
CESifo working paper ; no. 7167, Category 7: Monetary policy and international finance
Caporale, Guglielmo Maria
;
Zekokh, Timur
, 2018
Link:
http://www.cesifo-group.de/ifoHome/publications/docbas..
RT Book, Whole T1 <Title>Modelling volatility of cryptocurrencies using Markov-switching GARCH models</Title> UL https://suche.suub.uni-bremen.de/peid=B102833405&Exemplar=1&LAN=DE A1 Caporale, Guglielmo Maria A1 Zekokh, Timur PB CESifo, Center for Economic Studies & Ifo Institute PP Munich YR 2018 NO 1 Online-Ressource (circa 26 Seiten) : Illustrationen T3 CESifo working paper ; no. 7167, Category 7: Monetary policy and international finance VO no. 7167 LK http://hdl.handle.net/10419/185365 DO http://hdl.handle.net/10419/185365 LK http://www.cesifo-group.de/ifoHome/publications/docbase/DocBase_Content/WP/WP-CESifo_Working_Papers/wp-cesifo-2018/wp-cesifo-2018-07/12012018007167.html SF ELIB - SuUB Bremen
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