Reference10 articles.
1. Conditional tail-risk in cryptocurrency markets;Borri;J. Empir. Financ.,2019
2. Persistence in the cryptocurrency market;Caporale;Res. Int. Bus. Financ.,2018
3. Chan, S., Chu, J., Nadarajah, S., and Osterrieder, J. (2017). A statistical analysis of cryptocurrencies. J. Risk Financ. Manag., 10.
4. Chu, J., Chan, S., Nadarajah, S., and Osterrieder, J. (2017). GARCH modelling of cryptocurrencies. J. Risk Financ. Manag., 10.
5. Bitcoin, gold and the dollar—A GARCH volatility analysis;Dyhrberg;Financ. Res. Lett.,2016
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献