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~isPartOf:"Research in international business and finance"
~person:"Caporale, Guglielmo Maria"
~subject:"Estimation"
~subject:"abnormal returns"
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Modelling volatility of cryptocurrencies using Markov-Switching GARCH models
Caporale, Guglielmo Maria
;
Zekokh, Timur
- In:
Research in international business and finance
48
(
2019
),
pp. 143-155
Persistent link: https://www.econbiz.de/10012135859
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