Work

Bitcoin return volatility forecasting using nonparametric GARCH models

Year: 2024

Type: article

Source: International Journal of Financial Engineering

DOI: 10.1142/s242478632450018x

Author: Sami Mestiri

Institution: University of Monastir

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4405561014

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Cites: 13

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Related to: 10