Different GARCH models analysis of returns and volatility in Bitcoin
To research returns and volatility of Bitcoin (BTC), this paper uses daily closing price of Bitcoin from October 1st, 2013 to July 31th, 2020 to be sample data, and there are 2496 observations in the data. In methodology, the paper utilizes GARCH models to analyze Bitcoin's returns and volatili...
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| Format: | Article |
| Language: | English |
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AIMS Press
2021-06-01
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| Series: | Data Science in Finance and Economics |
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| Online Access: | https://www.aimspress.com/article/doi/10.3934/DSFE.2021003?viewType=HTML |