articleEconomics LettersJun 21, 2017GREEN OA

Volatility estimation for Bitcoin: A comparison of GARCH models

PKParaskevi Katsiampa

Sheffield Hallam University

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Topics & keywords

Topics
Keywords
  • Autoregressive conditional heteroskedasticity
  • Econometrics
  • Conditional variance
  • Heteroscedasticity
  • Volatility (finance)
  • Economics
  • Goodness of fit
  • Variance components
UN Sustainable Development Goals
  • Decent work and economic growth
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