Volatility in the Cryptocurrency Market
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
http://link.springer.com/content/pdf/10.1007/s11079-019-09547-5.pdf
Reference26 articles.
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4. Bollerslev T, Engle R, Wooldridge JM (1988) A capital asset pricing model with time-varying covariances. J Polit Econ 96:116–131
5. Bollerslev T, Wooldridge JM (2007) Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances. Econ Rev 11:143–172
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