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Leon Li. (2023) The risks of trading on cryptocurrencies: A regime-switching approach based on volatility jumps and co-jumping behaviours. Applied Economics 0:0, pages 1-17.
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Li Guo, Wolfgang Karl Härdle & Yubo Tao. (2022) A Time-Varying Network for Cryptocurrencies. Journal of Business & Economic Statistics 0:0, pages 1-20.
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