Volatility estimation for Bitcoin: a comparison of GARCH models
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Publication:1782336
DOI10.1016/j.econlet.2017.06.023zbMath1398.62306OpenAlexW2694190980WikidataQ111689317 ScholiaQ111689317MaRDI QIDQ1782336
Publication date: 20 September 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://shura.shu.ac.uk/16526/1/Katsiampa-VolatilityEstimationforBitcoin%28AM%29.pdf
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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