Queiroz, Rhenan G. S.; David, Sergio A. - In: Risks : open access journal 11 (2023) 12, pp. 1-13
Cryptocurrencies have increasingly attracted the attention of several players interested in crypto assets. Their rapid growth and dynamic nature require robust methods for modeling their volatility. The Generalized Auto Regressive Conditional Heteroskedasticity (GARCH) model is a well-known...