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Analyzing Volatility and Detecting Market Regimes of Digital Assets Using Hybrid Markov Switching Garch Models: An Empirical Approach for the 2024-2026 Period in The Context of Global Financial Institutionalization

Nguyen Thi Phuong Dung
Zenodo (CERN) · Papers · License: Open Access
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Conditional Volatility, GARCH Model, Markov Switching Model, Digital Asset Institutionalization, Portfolio Risk Management, Python Programming
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Record · ID 221547
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