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CORBET, S and KATSIAMPA, Paraskevi
(2018).
Asymmetric mean reversion of Bitcoin price returns.
International Review of Financial Analysis.
(In Press)
[Article]
CORBET, S., KATSIAMPA, Paraskevi and LAU, C.K.M.
(2020).
Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets.
International Review of Financial Analysis, 71, p. 101571.
[Article]