Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models[J] FINANCE RESEARCH LETTERS 2020(35) Ben Cheikh, Nidhaleddine Ben Zaied, Younes Chevallier, Julien
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities[J] ECONOMIC MODELLING 2020(93) Urom, Christian Abid, Ilyes Guesmi, Khaled Chevallier, Julien
Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms[J] COMPUTATIONAL ECONOMICS 2020(57) Chevallier, Julien Zhu, Bangzhu Zhang, Lyuyuan
