Cryptocurrency price returns volatility modeling and forecasting with GARCH models
PurposeThe paper aims to identify suitable conditional variance models for the estimation and forecasting of cryptocurrency returns volatility.Design/methodology/approachThe methodology comprises the use of GARCH-family models estimated by maximum likelihood considering different scedastic functions...
| الحاوية / القاعدة: | RAUSP Management Journal |
|---|---|
| المؤلفون الرئيسيون: | , |
| التنسيق: | مقال |
| اللغة: | الإنجليزية |
| منشور في: |
Emerald Publishing
2025-09-01
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://www.emerald.com/rausp/article-pdf/60/1/220/10141913/rausp-04-2023-0056en.pdf |