Tan, C. Y. (2021). Dynamic volatility modelling of cryptocurrencies using time-varying transition probability Markov-switching models.
Chicago Style (17th ed.) CitationTan, Chia Yen. Dynamic Volatility Modelling of Cryptocurrencies Using Time-varying Transition Probability Markov-switching Models. 2021.
MLA (8th ed.) CitationTan, Chia Yen. Dynamic Volatility Modelling of Cryptocurrencies Using Time-varying Transition Probability Markov-switching Models. 2021.
Warning: These citations may not always be 100% accurate.