Bitcoin conditional volatility : GARCH extensions and Markov switching approach
Miriam Sosa, Edgar Ortiz and Alejandra Cabello
| Year of publication: |
2019
|
|---|---|
| Authors: | Sosa, Miriam ; Ortiz, Edgar ; Cabello, Alejandra |
| Subject: | Bitcoin | cryptocurrency | conditional volatility | GARCH models | Miriam | MS-AR model | ARCH-Modell | ARCH model | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Markov-Kette | Markov chain | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012126156