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Bitcoin conditional volatility : GARCH extensions and Markov switching approach
Sosa, Miriam; Ortiz, Edgar; Cabello, Alejandra - 2019
Persistent link: https://www.econbiz.de/10012126156
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Dynamic linkages between stock market and exchange rate in MILA countries : a Markov regime switching approach (2003-2016)
Sosa, Miriam; Ortiz, Edgar; Cabello, Alejandra - In: Análisis económico 33 (2018) 83, pp. 57-74
Persistent link: https://www.econbiz.de/10012174696
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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