Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components
Crossref DOI link: https://doi.org/10.1007/s11156-022-01055-x
Published Online: 2022-04-06
Published Print: 2022-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Theodossiou, Panayiotis https://orcid.org/0000-0001-5556-2594
Ellina, Polina
Savva, Christos S.
Text and Data Mining valid from 2022-04-06
Version of Record valid from 2022-04-06
Article History
Accepted: 4 March 2022
First Online: 6 April 2022