Munich Personal RePEc Archive

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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 Mon Dec 9 12:49:20 2019 CET.
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