Bitcoin returns and risk: A general GARCH and GAS analysis

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Finance Research Letters 2018 / 9

Bitcoin returns and risk: A general GARCH and GAS analysis

Troster, Victor, Tiwari, Aviral Kumar, Shahbaz, Muhammad, Macedo, Demian Nicolás
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Language:
english
Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2018.09.014
Date:
September, 2018
File:
PDF, 1.05 MB
english, 2018
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