Estimating and forecasting bitcoin daily prices using ARIMA-GARCH models
Quang Phung Duy, Oanh Nguyen Thi, Phuong Hao Le Thi, Hai Duong Pham Hoang, Khanh Linh Luong, Kim Ngan Nguyen Thi
| Year of publication: |
2024
|
|---|---|
| Authors: | Quang Phung Duy ; Oanh Nguyen Thi ; Phuong Hao Le Thi ; Hai Duong Pham Hoang ; Khanh Linh Luong ; Kim Ngan Nguyen Thi |
| Published in: |
Business analyst journal : BAJ. - [Leeds, England] : Emerald Publishing Limited, ISSN 2754-6721, ZDB-ID 3116363-4. - Vol. 45.2024, 1, p. 11-23
|
| Subject: | ARIMA | Bitcoin | Forecasting | GARCH | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Volatilität | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Börsenkurs | Share price | ARMA-Modell | ARMA model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/BAJ-05-2024-0027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015188090