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Long Memory Volatility and Bernoulli Jumps in Daily Crypto Currency Prices

  • Publisher : Korea Insurance Research Institute
  • Research Area : Business Management
  • Received : July 10, 2019
  • Accepted : August 19, 2019
  • Published : August 31, 2019

Han, Young Wook 1

1한림대학교

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타입을 선택하세요 :
@article{ART002500522},
author={Han, Young Wook},
title={Long Memory Volatility and Bernoulli Jumps in Daily Crypto Currency Prices},
journal={Journal of Insurance and Finance},
issn={2384-3209},
year={2019},
volume={30},
number={3},
pages={109-138},
doi={10.23842/jif.2019.30.3.004}