The paper advances the log-generalized gamma distribution as a suitable generator of conditional skewness. Based on the NYSE composite daily returns an asMA-asQGARCH model along with skewness dynamics is estimated. The results indicate a skewness that varies between sizeable negative skewness...

This article’s motivation is to understand the volatile Bitcoin price increase. The objective is to develop price estimation methods. The methodology is to present five differential equation models estimated against the 23 July 2010-21 June 2021 Bitcoin data. The findings are that Gompertz...