Modelling and Predicting the Conditional Variance of Bitcoin Daily Returns: Comparsion of Markov Switching GARCH and SV Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Koch, Dennis, Jeleskovic, Vahidin, Younas, Zahid I.
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2401.03393