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Articles

Modeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution

Shazia Salamat, Niu Lixia, Sobia Naseem, Muhammad Mohsin, Muhammad Zia-ur-Rehman, Sajjad Ahmad Baig

3662    2081

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DOI 10.9770/jesi.2020.7.3(11)
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