"Expectile hidden Markov regression models for analyzing cryptocurrency ..."

Beatrice Foroni, Luca Merlo, Lea Petrella (2024)

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DOI: 10.1007/S11222-023-10377-2

access: closed

type: Journal Article

metadata version: 2024-10-06

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Beatrice Foroni, Luca Merlo, Lea Petrella:
Expectile hidden Markov regression models for analyzing cryptocurrency returns. Stat. Comput. 34(2): 66 (2024)

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