Open AccessCONDITIONAL HETEROSKEDASTICITY IN CRYPTO-ASSET RETURNS
Author(s) -
Charles Shaw
Publication year - 2018
Publication title -
journal of statistics advances in theory and applications
Language(s) - Uncategorized
Resource type - Journals
ISSN - 0975-1262
DOI - 10.18642/jsata_7100121990
Subject(s) - heteroscedasticity , econometrics , financial economics , asset (computer security) , economics , autoregressive conditional heteroskedasticity , business , computer science , volatility (finance) , computer security
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