Kyriazis, Nikolaos A. - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-46
This study is an integrated survey of GARCH methodologies applications on 67 empirical papers that focus on cryptocurrencies. More sophisticated GARCH models are found to better explain the fluctuations in the volatility of cryptocurrencies. The main characteristics and the optimal approaches...
