Publication | Open Access
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models
115
Citations
33
References
2019
Year
EconomicsMultivariate Stochastic VolatilityVolatility ModelingAsset PricingAsymmetric VolatilityMarket TrendNew EvidenceBusinessCryptocurrency MarketsFinanceHigh-frequency Financial Econometrics
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