Faculty of Management and Economics

106844_fmeWithFrame.png picture
Organization name
Faculty of Management and Economics

OrgUnit's Researchers publications
(Dept/Workgroup Publication)



Refined By:
Publisher:  Springer Nature
Journal:  Review of Quantitative Finance and Accounting

Results 1-1 of 1 (Search time: 0.001 seconds).

Issue DateTitleAuthor(s)
11-Aug-2022Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis componentsTheodossiou, Panayiotis ; Ellina, Polina ; Savva, Christos S.