How is price explosivity triggered in the cryptocurrency markets?
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Publication:2070708
DOI10.1007/S10479-021-04298-4zbMath1478.62309OpenAlexW3207519146MaRDI QIDQ2070708
Danilo V. Mascia, Thanaset Chevapatrakul, Yuzhi Cai
Publication date: 24 January 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-021-04298-4
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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