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Time-varying higher moments in Bitcoin

Leonardo Ieracitano Vieira1, Márcio Poletti Laurini1

  • 1Department of Economics, FEARP, University of São Paulo, Av. dos Bandeirantes 3900, Ribeirão Preto, 14040-950 Brazil.

Digital Finance
|December 28, 2022
PubMed

Keywords:
BitcoinGeneralized autoregressive scoreHigher-order momentsRisk management

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