Asymmetric volatility in cryptocurrency markets: New...

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Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models

Cheikh, Nidhaleddine Ben, Zaied, Younes Ben, Chevallier, Julien
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Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2019.09.008
Date:
September, 2019
File:
PDF, 1.21 MB
2019
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