Murty, Sarika; Victor, Vijay; Fekete-Farkas, Maria - In: Journal of Risk and Financial Management 15 (2022) 7, pp. 1-13
This paper attempts to understand the dynamic interrelationships and financial asset capabilities of Bitcoin by analysing several aspects of its volatility vis-a-vis other asset classes. This study aims to analyse the volatility dynamics of the returns of Bitcoin. An asymmetric GARCH model...
