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~isPartOf:"Research in international business and finance"
~person:"Afonso, António"
~person:"Caporale, Guglielmo Maria"
~subject:"Markov chain"
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Search: "ECB" OR "Financial crisis" OR "Financial markets" OR "Monetary policy" OR "Volatility"
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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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