Keywords: MSGARCH models
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Journal of Economic Studies (2023) 50 (3): 429–447.
Published: 22 March 2022
... bubbles between 2011 and 2014, and three large bubbles between 2011 and 2013, with durations ranging from 66 to 106 days. The problems with Mt. Gox mark the last and largest of them. Speculative bubbles Cryptocurrencies Volatility MSGARCH models The beginning of the cryptocurrencies...

or Create an Account

Close Modal
Close Modal