Dynamic Volatility Modelling of Bitcoin Using Time-Varying Transition
Bitcoin, Volatility, Time-Varying Transition Probability, Markov-switching, GARCH Model
Edición de la obra Dynamic Volatility Modelling of Bitcoin Using Time-Varying Transition
| Autor | Dani Wade |
|---|---|
| Editorial | Independently Published |
| Fecha de publicación | 2021 |
| Idioma | inglés |
| ISBN-13 | 9798711998372 |
| Número de Cutter | W119d |