Munich Personal RePEc Archive

Browse by Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item ID
Number of items: 2.

1 November 2018

Shaw, Charles (2018): Conditional heteroskedasticity in crypto-asset returns. Published in: Journal of Statistics: Advances in Theory and Applications , Vol. 20, No. 1 (1 November 2018): pp. 15-65.

28 December 2018

Shaw, Charles (2018): Regime-Switching And Levy Jump Dynamics In Option-Adjusted Spreads.

This list was generated on Thu Sep 19 23:42:54 2019 CEST.
UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.