Conditional Heteroskedasticity in Crypto-Asset Returns
Year of publication: |
2018
|
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Authors: | Shaw, Charles |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Heteroskedastizität | Heteroscedasticity | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Volatilität | Volatility | Schätztheorie | Estimation theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (27 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 24, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3094024 [DOI] |
Classification: | C22 - Time-Series Models ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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