Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model
| Autor: | Canh, Nguyen Phuc a, ⁎, Wongchoti, Udomsak b, Thanh, Su Dinh c, Thong, Nguyen Trung a |
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| Zdroj: | In Finance Research Letters June 2019 29:90-100 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect