SSRNCrypto & DeFi
Bitcoin Volatility Estimation Model
The study suggests two semi-nonparametric GARCH models for more precise estimation of Bitcoin volatility dynamics, showing their superiority over traditional GARCH models.
Featured in No. 20 on 12 Oct 2023 ·
- Released
- 9 Mar 2022
- First featured
- No. 20 · 12 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 12
- Identifier
- RePEc:hig:ecohse:2022:4:6
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).