使用具有条件偏度和峰度分量的GJR-GARCH模型对比特币的随机性质与定价

Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components

• Panayiotis Theodossiou 通讯
• Polina Ellina
• Christos S. Savva