Regime changes in Bitcoin GARCH volatility dynamics

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Regime changes in Bitcoin GARCH volatility dynamics

Ardia, David, Bluteau, Keven, Rüede, Maxime
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Language:
english
Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2018.08.009
Date:
August, 2018
File:
PDF, 549 KB
english, 2018
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