Unconditional and conditional heavy-tailed distributions for the returns of cryptocurrencies with a novel range exponential GARCH model

@article{quang2026,
  title        = {{Unconditional and conditional heavy-tailed distributions for the returns of cryptocurrencies with a novel range exponential GARCH model}},
  author       = {Quang Van Tran et al.},
  journal      = {Borsa Istanbul Review},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1016/j.bir.2026.100803},
}

TY  - JOUR
TI  - Unconditional and conditional heavy-tailed distributions for the returns of cryptocurrencies with a novel range exponential GARCH model
AU  - al., Quang Van Tran et
JO  - Borsa Istanbul Review
PY  - 2026
ER  -

Quang Van Tran et al. (2026). Unconditional and conditional heavy-tailed distributions for the returns of cryptocurrencies with a novel range exponential GARCH model. *Borsa Istanbul Review*. https://doi.org/https://doi.org/10.1016/j.bir.2026.100803

Quang Van Tran et al.. "Unconditional and conditional heavy-tailed distributions for the returns of cryptocurrencies with a novel range exponential GARCH model." *Borsa Istanbul Review* (2026). https://doi.org/https://doi.org/10.1016/j.bir.2026.100803.

Unconditional and conditional heavy-tailed distributions for the returns of cryptocurrencies with a novel range exponential GARCH model
Quang Van Tran et al. · Borsa Istanbul Review · 2026
https://doi.org/https://doi.org/10.1016/j.bir.2026.100803