Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis
Conrad, C.; Custovic, A.; Ghysels, E. Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. J. Risk Financial Manag. 2018, 11, 23. https://doi.org/10.3390/jrfm11020023
Conrad C, Custovic A, Ghysels E. Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. Journal of Risk and Financial Management. 2018; 11(2):23. https://doi.org/10.3390/jrfm11020023
Chicago/Turabian StyleConrad, Christian, Anessa Custovic, and Eric Ghysels. 2018. "Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis" Journal of Risk and Financial Management 11, no. 2: 23. https://doi.org/10.3390/jrfm11020023