Threshold Mean Reversion and Regime Changes of Cryptocurrencies using SETAR-MSGARCH Models
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: International Journal of Academic Research in Accounting, Finance and Management Sciences
سال: 2019
ISSN: 2225-8329
DOI: 10.6007/ijarafms/v9-i3/6365