Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/17274
Title: Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Authors: Caporale, GM
Zekokh, T
Issue Date: Jan-2019
Citation: Research in International Business and Finance, 2019
URI: http://bura.brunel.ac.uk/handle/2438/17274
ISSN: 0275-5319
Appears in Collections:Dept of Economics and Finance Embargoed Research Papers

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