Cryptocurrency volatility forecasting : A Markov regime‐switching MIDAS approach
| Year of publication: |
2020
|
|---|---|
| Authors: | Ma, Feng ; Liang, Chao ; Ma, Yuanhui ; Wahab, M. I. M. |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 39.2020, 8 (28.04.), p. 1277-1290
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2691 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012272975