Conrad, C., Custovic, A., & Ghysels, E. (2018). Long- and short-term cryptocurrency volatility components: A GARCH-MIDAS analysis. Journal of risk and financial management, 11(2), . https://doi.org/10.3390/jrfm11020023
Chicago Style (17th ed.) CitationConrad, Christian, Anessa Custovic, and Eric Ghysels. "Long- and Short-term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis." Journal of Risk and Financial Management 11, no. 2 (2018). https://doi.org/10.3390/jrfm11020023.
MLA (9th ed.) CitationConrad, Christian, et al. "Long- and Short-term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis." Journal of Risk and Financial Management, vol. 11, no. 2, 2018, https://doi.org/10.3390/jrfm11020023.
Warning: These citations may not always be 100% accurate.