Bibliography

R. G. S. Queiroz

Queiroz R. G. S., Krištoufek Ladislav, David S. A. : A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling , Physica. A : Statistical Mechanics and its Applications vol.652, [2024] Download DOI: 10.1016/j.physa.2024.130046