Narrow search
Showing 1 - 3 of 3
Cover Image
Bitcoin conditional volatility : GARCH extensions and Markov switching approach
Sosa, Miriam; Ortiz, Edgar; Cabello, Alejandra - 2019
Persistent link: https://www.econbiz.de/10012126156
Cover Image
Long run peso/dollar exchange rates and extreme value behavior : Value at Risk modeling
Jesús, Raúl de; Ortiz, Edgar; Cabello, Alejandra - In: The North American journal of economics and finance : a … 24 (2013), pp. 139-152
Persistent link: https://www.econbiz.de/10009739669
Cover Image
Long memory in Bitcoin and ether returns and volatility and Covid-19 pandemic
Sosa, Miriam; Ortiz, Edgar; Cabello-Rosales, Alejandra - In: Studies in economics and finance 40 (2023) 3, pp. 411-424
Persistent link: https://www.econbiz.de/10014252615