Threshold Mean Reversion and Regime Changes of Cryptocurrencies using SETAR-MSGARCH Models

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To cite this article: Hamida, H.B.H., Scalera, F. (2019). Threshold Mean Reversion and Regime Changes of Cryptocurrencies using SETAR-MSGARCH Models, International Journal of Academic Research in Accounting, Finance and Management Sciences 9 (3): 221-229

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