Detecting Volatility Regimes in Crypto Markets using Realized Volatility Structure and Normalized Momentum

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Kaustuv Banerjee
DOI: 10.2139/ssrn.5920642
Cited by: 0

Fields of Study & Subjects

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint