%0 Journal Article %1 Conrad_2018 %A Conrad, Christian %A Custovic, Anessa %A Ghysels, Eric %D 2018 %I MDPI AG %J Journal of Risk and Financial Management %K ba crypto_curr volatility %N 2 %P 23 %R 10.3390/jrfm11020023 %T Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis %U https://doi.org/10.3390%2Fjrfm11020023 %V 11

@article{Conrad_2018, added-at = {2021-12-20T15:58:13.000+0100}, author = {Conrad, Christian and Custovic, Anessa and Ghysels, Eric}, biburl = {https://puma.ub.uni-stuttgart.de/bibtex/20335073d6ca89fd410d4eade4b3510a6/georglender}, description = {JRFM | Free Full-Text | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis}, doi = {10.3390/jrfm11020023}, interhash = {54b0af56c2d4676356839b7274457db4}, intrahash = {0335073d6ca89fd410d4eade4b3510a6}, journal = {Journal of Risk and Financial Management}, keywords = {ba crypto_curr volatility}, month = may, number = 2, pages = 23, publisher = {{MDPI} {AG}}, timestamp = {2021-12-20T14:58:13.000+0100}, title = {Long- and Short-Term Cryptocurrency Volatility Components: A {GARCH}-{MIDAS} Analysis}, url = {https://doi.org/10.3390%2Fjrfm11020023}, volume = 11, year = 2018 }