Publications



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Journal:  Review of Quantitative Finance and Accounting

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Issue DateTitleAuthor(s)Journal
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. Review of Quantitative Finance and Accounting