Modelling and Predicting the Conditional Variance of Bitcoin Daily Returns: Comparsion of Markov Switching GARCH and SV Models
Preprint in arXiv (January 2024)
The most recent citing publications are shown below. View all 106 publications that cite this research output on Dimensions.
Preprint in arXiv (January 2024)
Article in المجلة الأكاديمية للعلوم الإجتماعية (January 2024)
Preprint in SSRN Electronic Journal (January 2024)