doi.org/10.1016/j.frl.2019.09.008

Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models

Nidhaleddine Ben Cheikh
18
,
Younes Ben Zaied
24
,
Julien Chevallier
19
Finance research letters
Volume: 35, Pages: 101293 - 101293
Published: Sep 10, 2019
Paper Fields
Paper Details
Title
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models
DOI
doi.org/10.1016/j.frl.2019.09.008
Published Date
Sep 10, 2019
Journal
Finance research letters
Volume
35
Pages
101293 - 101293
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