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This study explores the stylized facts, volatility clustering, other highly irregular behaviour, and risk measures of … there was confirmed existence of volatility clusters when high volatility periods are followed by low volatility periods … expect in the worst case scenario. Our results confirm the existence of predictability, volatility clustering, and …
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range of sectors, including nonmonetary activities, financial transactions, and even capital management. The high volatility … the probability of cryptocurrency volatility clusters. In this regard, the paper explores exponential hybrid methodologies …
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