Volatility estimation for Bitcoin: a comparison of GARCH models
type: Item
instance of: scholarly article
title: Volatility estimation for Bitcoin: a comparison of GARCH models
zbMATH Open document ID: 1398.62306
author: Paraskevi Katsiampa
published in: Economics Letters
publication date: 2018-09-20T00:00:00Z
full work available at URL: Katsiampa-VolatilityEstimationforBitcoin(AM).pdf
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6939417
zbMATH Keywords: Bitcoin
zbMATH Keywords: cryptocurrency
zbMATH Keywords: GARCH
zbMATH Keywords: volatility
MaRDI profile type: Publication
OpenAlex ID: W2694190980
Wikidata QID: Q111689317
cites work: Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin
DOI: 10.1016/J.ECONLET.2017.06.023
description: scientific article; zbMATH DE number 6939417