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    Forecasting the Volatility of Cryptocurrencies in the Presence of COVID-19 with the State Space Model and Kalman Filter

    Forecasting the Volatility of Cryptocurrencies in the Presence of COVID-19 with the State Space Model and Kalman Filter by Shafiqah Azman, Dharini Pathmanathan, Aerambamoorthy Thavaneswaran

    Published 2022-09-01
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