Modeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution

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Modeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution

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Detalles Bibliográficos
Autores principales:	Shazia Salamat, Niu Lixia, Sobia Naseem, Muhammad Mohsin, Muhammad Zia-ur-Rehman, Sajjad Ahmad Baig
Formato:	article
Lenguaje:	EN
Publicado:	Entrepreneurship and Sustainability Center 2020
Materias:	Environmental sciences GE1-350 Technological innovations. Automation HD45-45.2
Acceso en línea:	https://doaj.org/article/bc46441b6ccd4fbf924ffa34032911e5
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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