Volatility estimation through stochastic processes : evidence from cryptocurrencies
Murad Harasheh, Ahmed Bouteska
| Year of publication: |
2025
|
|---|---|
| Authors: | Harasheh, Murad ; Bouteska, Ahmed |
| Subject: | Cryptocurrencies | Skewed Student’s t-distribution with a generalized hyperbolic shape | Stochastic volatility | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | ARCH-Modell | ARCH model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102320 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015359903