Work

Forecasting Cryptocurrency Volatility Using GARCH and ARCH Model

Year: 2022

Type: conference-paper

Source: International Conference on E-Commerce, E-Business and E-Government (ICEEG)

DOI: 10.1145/3537693.3537712

Authors: Amadeo Christopher, Kevin Deniswara, Bambang Leo Handoko

Institution: Binus University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4284990771

FWCI: 4.399

Cites: 11

Cited by: 5

Related to: 10