A Wavelet-Decomposed WD-ARMA-GARCH-EVT Model Approach to Comparing the Riskiness of the BitCoin and South African Rand Exchange Rates.

Thabani Ndlovu Delson Chikobvu A Wavelet-Decomposed WD-ARMA-GARCH-EVT Model Approach to Comparing the Riskiness of the BitCoin and South African Rand Exchange Rates. 122 2023 8 Data 7 https://doi.org/10.3390/data8070122 db/journals/data/data8.html#NdlovuC23