Alternative distribution based GARCH models for Bitcoin volatility estimation
Raffaele Mattera and Massimiliano Giacalone
| Year of publication: |
2018
|
|---|---|
| Authors: | Mattera, Raffaele ; Giacalone, Massimiliano |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 17.2018, 11, p. 1283-1288
|
| Subject: | GARCH | APARCH | volatility | Bitcoin | Cryptocurrency | Generalized Error Distribution | ARCH-Modell | ARCH model | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Schätztheorie | Estimation theory | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012006849