A Novel Methodology to Calculate the Probability of...

A Novel Methodology to Calculate the Probability of Volatility Clusters in Financial Series: An Application to Cryptocurrency Markets

Nikolova, Venelina, Trinidad Segovia, Juan E., Fernández-Martínez, Manuel, Sánchez-Granero, Miguel Angel
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Volume:
8
Journal:
Mathematics
DOI:
10.3390/math8081216
Date:
July, 2020
File:
PDF, 637 KB
2020
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