The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currencies
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DOI: 10.1371/journal.pone.0245904
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References listed on IDEAS
- Urquhart, Andrew, 2017. "Price clustering in Bitcoin," Economics Letters, Elsevier, vol. 159(C), pages 145-148.
- Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey, 2016.
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- Katsiampa, Paraskevi, 2017. "Volatility estimation for Bitcoin: A comparison of GARCH models," Economics Letters, Elsevier, vol. 158(C), pages 3-6.
- Jeffrey Chu & Stephen Chan & Saralees Nadarajah & Joerg Osterrieder, 2017. "GARCH Modelling of Cryptocurrencies," JRFM, MDPI, vol. 10(4), pages 1-15, October.
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- Simona-Vasilica Oprea & Irina Alexandra Georgescu & Adela Bâra, 2024. "Is Bitcoin ready to be a widespread payment method? Using price volatility and setting strategies for merchants," Electronic Commerce Research, Springer, vol. 24(2), pages 1267-1305, June.
- Montero, José-María & Naimy, Viviane & Farraj, Nermeen Abi & El Khoury, Rim, 2024. "Natural disasters, stock price volatility in the property-liability insurance market and sustainability: An unexplored link," Socio-Economic Planning Sciences, Elsevier, vol. 91(C).
- Samir Poudel & Rajendra Paudyal & Burak Cankaya & Naomi Sterlingsdottir & Marissa Murphy & Shital Pandey & Jorge Vargas & Khem Poudel, 2023. "Cryptocurrency price and volatility predictions with machine learning," Journal of Marketing Analytics, Palgrave Macmillan, vol. 11(4), pages 642-660, December.
- Nora CHIRIȚĂ & Camelia DELCEA & Ionuț NICA & Simona-Liliana CRĂCIUNESCU (PARAMON) & Ștefan-Andrei IONESCU, 2023. "Financial contagion and identifying speculative frenzies: Unraveling price bubbles in cryptocurrency markets," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(636), A), pages 21-40, Autumn.
- Micu Raluca & Dumitrescu Dalina, 2022. "Study regarding the volatility of main cryptocurrencies," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 16(1), pages 179-187, August.
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