GARCH modelling of cryptocurrencies
Year of publication: |
2017
|
---|---|
Authors: | Chu, Jeffrey ; Chan, Stephen ; Nadarajah, Saralees ; Osterrieder, Joerg |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 10.2017, 4, p. 1-15
|
Publisher: |
Basel : MDPI |
Subject: | exchange rate | maximum likelihood | value at risk |
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