Open AccessModeling the Volatility of Bitcoin Returns Using EGARCH Method
Author(s) -
Demet Eroğlu Sevinç,
Gönül Yüce Akıncı
Publication year - 2021
Publication title -
yaşar üniversitesi e-dergisi
Language(s) - English
Resource type - Journals
ISSN - 1305-970X
DOI - 10.19168/jyasar.861308
Subject(s) - cryptocurrency , volatility (finance) , economics , econometrics , heteroscedasticity , autoregressive model , conditional variance , realized variance , speculation , leverage effect , stock market , financial market , financial economics , autoregressive conditional heteroskedasticity , context (archaeology) , finance , computer science , computer security , paleontology , biology