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Forecasting cryptocurrencies under model and parameter instability

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This file was downloaded from BI Open, the institutional repository (open access) at BI Norwegian Business School https://biopen.bi.no

It contains the accepted and peer reviewed manuscript to the article cited below. It may contain minor differences from the journal's pdf version.

Catania, L., Grassi, S., & Ravazzolo, F. (2019). Forecasting

cryptocurrencies under model and parameter instability. International Journal of Forecasting, 35(2), 485-501.

https://doi.org/10.1016/j.ijforecast.2018.09.005

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