Login
Regime changes in Bitcoin GARCH volatility dynamics

David Ardia, Keven Bluteau & Maxime Ruede

Abstract
   
Keywords
   
Citation Ardia, D., Bluteau, K., & Ruede, M. (2019). Regime changes in Bitcoin GARCH volatility dynamics. Finance Research Letters, Forthcoming, 0(0), 01-01.
   
Type Journal article (English)
Date of appearance 2019
Journal Finance Research Letters, Forthcoming
Volume 0
Issue 0
Pages 01-01
URL https://doi.org/10.1016/j.frl.2018.08.009
Related project Bayesian estimation of regime-switching GARCH models