An Application of Autoregressive Extreme Value Theory to...

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An Application of Autoregressive Extreme Value Theory to Cryptocurrencies

KOO, CHUN KWONG, SEMEYUTIN, ARTUR, MARCO LAU, CHI KEUNG, FU, JIAN
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Journal:
The Singapore Economic Review
DOI:
10.1142/S0217590820470013
Date:
July, 2020
File:
PDF, 1.33 MB
2020
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