Predicting volatility of bitcoin returns with ARCH, GARCH and EGARCH models

YILDIRIM H., BEKUN F. V.

FUTURE BUSINESS JOURNAL, vol.9, no.75, pp.1-8, 2023 (ESCI)

• Publication Type: Article / Article
• Volume: 9 Issue: 75
• Publication Date: 2023
• Doi Number: 10.1186/s43093-023-00255-8
• Journal Name: FUTURE BUSINESS JOURNAL
• Journal Indexes: Emerging Sources Citation Index (ESCI)
• Page Numbers: pp.1-8
• Istanbul Gelisim University Affiliated: Yes