R. G. S. Queiroz

  1. 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, 130046 [2024] Download DOI: 10.1016/j.physa.2024.130046