"Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling."

Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera (2020)

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DOI: 10.1016/J.INS.2020.03.075

access: closed

type: Journal Article

metadata version: 2021-10-14

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Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera:
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. Inf. Sci. 527: 1-26 (2020)

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