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

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Bibliographic Details
Main Authors: Shazia Salamat, Niu Lixia, Sobia Naseem, Muhammad Mohsin, Muhammad Zia-ur-Rehman, Sajjad Ahmad Baig
Format: article
Language:EN
Published: Entrepreneurship and Sustainability Center 2020
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Online Access:https://doaj.org/article/bc46441b6ccd4fbf924ffa34032911e5
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