Trifonov, Juri, and Potanin Trifonov. “Semi-Nonparametric Generalized Autoregressive Conditional Heteroscedasticity Model With Application to Bitcoin Volatility Estimation”. HSE Economic Journal 26, no. 4 (March 19, 2022): 623-646. Accessed July 18, 2026. https://ej.hse.ru/article/view/29171.