This study explores the volatility spillover effects between clean and dirty cryptocurrencies and key financial indices … results reveal significant volatility spillovers from both clean and dirty cryptocurrencies, with clean cryptocurrencies such … volatility impacts on green finance indices. Furthermore, the persistent correlations identified through the DCC GARCH model …

between cryptocurrencies prices and stock indices. Surprisingly, a different picture emerges on using conditional volatility … instead of prices. Like, conditional volatility-based estimation uncovers evidence of mean reversion in univariate analysis as … expected. There is some evidence of cointegration on volatility grounds between cryptocurrencies and emerging stock market …

Bitcoin's price volatility. In this study, we propose hybrid analytical techniques that combine the strengths of the non … volatility. Our findings, both in-sample and out-of-sample, show that such hybrid models can generate accurate forecasts of … Bitcoin's price volatility. …

One of the notable features of bitcoin is its extreme volatility. The modeling and forecasting of bitcoin volatility … volatility were founded on econometric models. Research on bitcoin volatility forecasting using machine learning algorithms is … bitcoin's return volatility and Value at Risk. The objective of this study is to compare their out-of-sample performance in …