Nonlinear modeling of cryptocurrency volatility via ARMA-GARCH framework

MaRDI QIDQ7304233zbMATH OpenFDO

Authors K. Parmikanti, A. A. Sya'imaa, R. Riaman, Endang Rusyaman

Publication date 27 July 2026

Published in Nonlinear Dynamics and Systems Theory (Search for Journal in Brave)

Full work available at URL http://e-ndst.kiev.ua/v26n3/8(105).pdf

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

Cites work

• Adaptive control for the stabilization, synchronization and anti-synchronization of new chaotic system with a line equilibrium
• Electronic circuit and complete synchronization via active backstepping control for a new chaotic 3-D jerk system

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