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~isPartOf:"Emerging markets, finance and trade : EMFT"
~subject:"Markov chain"
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Emerging markets, finance and trade : EMFT
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The asymmetric effect of volatility spillover in global virtual financial asset markets : the case of Bitcoin
Dong, Hao
;
Chen, Liming
;
Zhang, Xinyi
;
Failler, Pierre
; …
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
6
,
pp. 1293-1311
Persistent link: https://www.econbiz.de/10012211636
Saved in:
2
Regime-switching processes and mean-reverting volatility models in value-at-risk estimation : evidence from the Taiwan Stock Index
Chen, Yi-Wen
;
Lin, Chu-Bin
;
Tu, Anthony H.
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
12
,
pp. 2693-2710
Persistent link: https://www.econbiz.de/10012312671
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