9

An application of extreme value theory to cryptocurrencies

Year:
2018
Language:
english
File:
PDF, 293 KB
english, 2018
12

Volatility estimation for Bitcoin: A comparison of GARCH models

Year:
2017
Language:
english
File:
PDF, 396 KB
english, 2017
22

Structural batteries take a load off

Year:
2020
File:
PDF, 300 KB
2020
25

Asymmetric Mean Reversion of Bitcoin Price Returns

Year:
2018
Language:
english
File:
PDF, 1.05 MB
english, 2018