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~isPartOf:"Research in international business and finance"
~person:"Afonso, António"
~person:"Caporale, Guglielmo Maria"
~subject:"ARCH model"
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ARCH model
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Afonso, António
Caporale, Guglielmo Maria
Gupta, Rangan
3
Ji, Qiang
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Aboura, Sofiane
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Research in international business and finance
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Modelling
volatility
of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
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2
Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Research in international business and finance
46
(
2018
),
pp. 516-527
Persistent link: https://www.econbiz.de/10011983723
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