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Cryptocurrency Trading and Downside Risk
 
 

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Journal: Risks, 2023
Volume: 11
Number: 211

Article: Performance of the Realized-GARCH Model against Other GARCH Types in Predicting Cryptocurrency Volatility
Authors: by Rhenan G. S. Queiroz and Sergio A. David
Link: https://www.mdpi.com/2227-9091/11/12/211

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