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An empirical investigation of volatility dynamics in the cryptocurrency market

. Research in International Business and Finance, (2019)
DOI: https://doi.org/10.1016/j.ribaf.2019.06.004

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An empirical investigation of volatility dynamics in the cryptocurrency market. Research in International Business and Finance, (2019)A new approach to modelling nonlinear time series: Introducing the ExpAR-ARCH and ExpAR-GARCH models and applications.. SCOR, volume 37 of OASIcs, page 34-51. Schloss Dagstuhl - Leibniz-Zentrum für Informatik, (2014)