Items where Author is "Ng, Kok-Haur"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 1.

Article

Tan, Chia-Yen and Koh, You-Beng and Ng, Kok-Haur and Ng, Kooi-Huat (2021) Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. The North American Journal of Economics and Finance, 56. ISSN 1062-9408, DOI https://doi.org/10.1016/j.najef.2021.101377.

This list was generated on Sat Apr 20 02:57:47 2024 +08.
UM Research Repository is powered by EPrints 3 which is developed by the School of Electronics and Computer Science at the University of Southampton. More information and software credits.