Modeling Bitcoin price volatility: long memory vs Markov switching
Crossref DOI link: https://doi.org/10.1007/s40822-021-00180-7
Published Online: 2021-07-05
Published Print: 2021-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chkili, Walid
Text and Data Mining valid from 2021-07-05
Version of Record valid from 2021-07-05
Article History
Received: 2 February 2021
Revised: 15 April 2021
Accepted: 4 June 2021
First Online: 5 July 2021
Declarations
:
: The author declares that there is no conflict of interest.