Modelling the volatility of Bitcoin returns using GARCH models
Samuel Asante Gyamerah
| Year of publication: |
2019
|
|---|---|
| Authors: | Gyamerah, Samuel Asante |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 3.2019, 4, p. 739-753
|
| Subject: | cryptocurrency | Bitcoin | volatility | tGARCH | Normal Inverse Gaussian | ARCH-Modell | ARCH model | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Statistische Verteilung | Statistical distribution |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2019.4.739 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012176663