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~isPartOf:"International Journal of Financial Studies : open access journal"
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Jump driven risk model performance in cryptocurrency market
Nekhili, Ramzi
;
Sultan, Jahangir
- In:
International Journal of Financial Studies : open …
8
(
2020
)
2/19
,
pp. 1-18
TGARCH (Threshold GARCH) volatility and
RiskMetrics
models. The results imply that for the cryptocurrency market, the best …
Persistent link: https://www.econbiz.de/10012239256
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