Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models
Cheikh, Nidhaleddine Ben; Zaied, Younes Ben; Chevallier, Julien
- 期刊名称Finance Research Letters
- 作者Cheikh, Nidhaleddine Ben; Zaied, Younes Ben; Chevallier, Julien
- 印刷ISSN1544-6123
- 文件大小1242.74KB
- 发表时间2019-9
- DOI10.1016/j.frl.2019.09.008