@article{article23a0ba25,
title   = {A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling},
author = {Queiroz, Rhenan Gomes dos Santos and Kristoufek, Ladislav and David, Sérgio Adriani},
year = {2024},
doi = {10.1016/j.physa.2024.130046},
journal   = {Physica A : statistical mechanics and its applications}
}