Market risk and Bitcoin returns (Q827254): Difference between revisions

@@ Property / DOI @@
-.1007/s10479-019-03255-6
@@ Property / DOI: 10.1007/s10479-019-03255-6 / rank @@
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@@ Property / full work available at URL @@
-https://doi.org/10.1007/s10479-019-03255-6
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@@ Property / OpenAlex ID @@
-W2943879361
@@ Property / OpenAlex ID: W2943879361 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10479-019-03255-6
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@@ Property / OpenAlex ID @@
+W2943879361
@@ Property / OpenAlex ID: W2943879361 / rank @@
+Normal rank
@@ Property / cites work @@
+The VIX, the variance premium and stock market volatility
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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@@ Property / cites work @@
+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
+Normal rank
@@ Property / cites work @@
+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
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@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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@@ Property / cites work @@
+Analysis of time series subject to changes in regime
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@@ Property / cites work @@
+Fat tails and volatility clustering in experimental asset markets
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@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10479-019-03255-6
@@ Property / DOI: 10.1007/S10479-019-03255-6 / rank @@
+Normal rank