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"A hidden Markov model to detect regime changes in cryptoasset markets."

Paolo Giudici, Iman Abu Hashish (2020)

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DOI: 10.1002/QRE.2673

access: closed

type: Journal Article

metadata version: 2021-03-02

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Paolo Giudici, Iman Abu Hashish:
A hidden Markov model to detect regime changes in cryptoasset markets. Qual. Reliab. Eng. Int. 36(6): 2057-2065 (2020)

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