Estimating and forecasting bitcoin daily prices using ARIMA-GARCH models
Purpose – The goal of the study is to offer important insights into the dynamics of the cryptocurrency market by analyzing pricing data for Bitcoin. Using quantitative analytic methods, the study makes use of a Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model and an Autoregres...
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| Главные авторы: | , , , , , |
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| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
Emerald Publishing
2024-10-01
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| Серии: | Business Analyst |
| Предметы: | |
| Online-ссылка: | https://www.emerald.com/insight/content/doi/10.1108/BAJ-05-2024-0027/full/pdf |
| Метки: |
Нет меток, Требуется 1-ая метка записи!
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