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Volatility estimation for Bitcoin: A comparison of GARCH models

20171,031 citationsJournal Articlegreen Open Access

Authors

Paraskevi Katsiampa · Sheffield Hallam University

Topics & Keywords

Blockchain Technology Applications and Security Market Dynamics and Volatility Complex Systems and Time Series Analysis

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Economics Letters

Volume 158, pp. 3-6

DOI: 10.1016/j.econlet.2017.06.023

Field-Weighted Citation Impact: 209.17

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