Media type: E-Book Title: Modelling volatility of cryptocurrencies using Markov-switching GARCH models Contributor: Caporale, Guglielmo Maria [Author]; Zekokh, Timur [Author] Published: [Uxbridge]: Brunel University London, Department of Economics and Finance, October 2018 Published in: Economics and finance working paper series ; 2018,10 Extent: 1 Online-Ressource (circa 25 Seiten); Illustrationen Language: English Keywords: cryptocurrencies ; volatility ; Markov-switching ; GARCH ; Graue Literatur Origination: Footnote: Access State: Open Access