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~isPartOf:"Economics letters"
~person:"Caferra, Rocco"
~person:"Koop, Gary"
~person:"Krämer, Walter"
~subject:"ARCH-Modell"
~subject:"Statistische Verteilung"
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Caferra, Rocco
Koop, Gary
Krämer, Walter
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Economics letters
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Crypto-environment network connectivity and Bitcoin returns
distribution
tail behaviour
Caferra, Rocco
;
Morone, Andrea
;
Potì, Valerio
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466467
Saved in:
2
A simple nonparametric test for structural change in joint tail probabilites
Krämer, Walter
;
Kampen, Maarten W. van
- In:
Economics letters
110
(
2011
)
3
,
pp. 245-247
Persistent link: https://www.econbiz.de/10009241481
Saved in:
3
Long memory with Markov-Switching GARCH
Krämer, Walter
- In:
Economics letters
99
(
2008
)
2
,
pp. 390-392
Persistent link: https://www.econbiz.de/10003723848
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