Regime-switching in bitcoin volatility under global uncertainty: Markov-switching GARCH and hidden Markov Copula approaches

Research in International Business and Finance 2026

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Authors: Amin Shakourloo, Asil Azimli

DOI: 10.1016/j.ribaf.2026.103295

Cited by: 3

References: 68

Fields of Study & Subjects

Blockchain Technology Applications and Security Financial Risk and Volatility Modeling Market Dynamics and Volatility

References 68