Sequential learning of cryptocurrency volatility dynamics evidence based on a stochastic volatility model with jumps in returns and volatility

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Veröffentlicht in:The quarterly journal of finance
1. Verfasser: Huang, Jing-Zhi (VerfasserIn)
Weitere Verfasser: Huang, Zhijian (VerfasserIn), Xu, Li (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2021
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