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  • Search: subject:"Markovian regime-switching autoregressive approach"
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Arbitrage 1 Arbitrage Pricing 1 Arbitrage pricing 1 COVID-19 1 Coronavirus 1 Currency derivative 1 Devisenmarkt 1 Foreign exchange market 1 Markov chain 1 Markov-Kette 1 Markovian regime-switching autoregressive approach 1 Triangular arbitrage 1 Virtual currency 1 Virtuelle Währung 1 Währungsderivat 1 cryptocurrency 1 forex 1
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Huang, Jianfeng 1
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Applied economics letters 1
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Triangular arbitrage across forex and cryptocurrency markets during the COVID-19 crisis : a MRS-AR approach
Huang, Jianfeng - In: Applied economics letters 29 (2022) 15, pp. 1352-1357
Persistent link: https://www.econbiz.de/10013412175
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