volatility modelling

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1
Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple
Pınar Kaya Soylu,Mustafa Okur,Özgür Çatıkkaş,Z. Ayca Altintig;Pınar Kaya Soylu;Mustafa Okur;Özgür Ça...
2020 journal of risk and financial management DOI: 10.3390/jrfm13060107 283 views
2
Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple
Pınar Kaya Soylu;Mustafa Okur;Özgür Çatıkkaş;Z. Ayca Altintig;Kaya Soylu, Pınar;Okur, Mustafa;Çatık...
2020 journal of risk and financial management DOI: 10.3390/jrfm13060107 255 views

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cryptocurrency expected shortfall value at risk long memory