Modeling the volatility of Bitcoin returns using Nonparametric GARCH models
Objective: The purpose of this paper is to demonstrate the effectiveness of the nonparametric GARCH model for the prediction of future Bitcoin prices. Methodology: The parametric GARCH models to characterize the volatility of Bitcoin returns are widely used in the empirical literature. Altern...
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| Format: | Article |
| Language: | English |
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Recherche en Entreprise et Décisions-Institut Supérieur de Gestion de Gabès (RED-ISGG)
2022-06-01
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| Series: | Academic Finance |
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| Online Access: | https://www.scientific-society.com/journal/index.php/AF/article/view/489 |