Non-linearities, cyber attacks and cryptocurrencies

Author:

Caporale Guglielmo Maria,Kang Woo-Young,Spagnolo Fabio,Spagnolo Nicola

Publisher

Elsevier BV

Subject

Finance

Reference18 articles.

1. Forecasting risk with Markov- switching GARCH models: a large-scale performance study;Ardia;Int. J. Forecast.,2018

2. Regime changes in bitcoin GARCH volatility dynamics;Ardia;Financ. Res. Lett.,2018

3. A Bayesian method of change-point estimation with recurrent regimes: application to GARCH models;Bauwens;J. Empir. Financ.,2014

4. Theory and inference for a Markov switching GARCH model;Bauwens;Econ. J.,2010

5. DICE-E: a framework for conducting darknet identification, collection, evaluation with ethics;Benjamin;MIS Q.,2019

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