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

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Koch, Dennis, Jeleskovic, Vahidin, Younas, Zahid I.
Format:	Preprint
Publié:	2024
Sujets:	Statistical Finance Risk Management
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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