Source: Physica A : statistical mechanics and its applications. Unidades: FZEA, ICMC
Subjects: ANÁLISE MULTIVARIADA, GEOMETRIA E MODELAGEM COMPUTACIONAL, SIMULAÇÃO, DINHEIRO ELETRÔNICO
ABNT
QUEIROZ, Rhenan Gomes dos Santos e KRISTOUFEK, Ladislav e DAVID, Sérgio Adriani. A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling. Physica A : statistical mechanics and its applications, v. 652, p. 1-10, 2024Tradução . . Disponível em: https://doi.org/10.1016/j.physa.2024.130046. Acesso em: 01 jan. 2026.APA
Queiroz, R. G. dos S., Kristoufek, L., & David, S. A. (2024). A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling. Physica A : statistical mechanics and its applications, 652, 1-10. doi:10.1016/j.physa.2024.130046NLM
Queiroz RG dos S, Kristoufek L, David SA. A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling [Internet]. Physica A : statistical mechanics and its applications. 2024 ; 652 1-10.[citado 2026 jan. 01 ] Available from: https://doi.org/10.1016/j.physa.2024.130046Vancouver
Queiroz RG dos S, Kristoufek L, David SA. A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling [Internet]. Physica A : statistical mechanics and its applications. 2024 ; 652 1-10.[citado 2026 jan. 01 ] Available from: https://doi.org/10.1016/j.physa.2024.130046
