Volatility dynamics of crypto-currencies’ returns: Evidence from asymmetric and long memory GARCH models
Fakhfekh, Mohamed, Jeribi, AhmedLanguage:
english
Journal:
Research in International Business and Finance
DOI:
10.1016/j.ribaf.2019.101075
Date:
July, 2019
File:
PDF, 613 KB
english, 2019