The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currencies

This paper provides a thorough overview and further clarification surrounding the volatility behavior of the major six cryptocurrencies (Bitcoin, Ripple, Litecoin, Monero, Dash and Dogecoin) with respect to world currencies (Euro, British Pound, Canadian Dollar, Australian Dollar, Swiss Franc and th...

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Detalles Bibliográficos
Autores principales: Naimy, Viviane, Haddad, Omar, Fernández-Avilés, Gema, El Khoury, Rim
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7845981/
https://www.ncbi.nlm.nih.gov/pubmed/33513150
http://dx.doi.org/10.1371/journal.pone.0245904

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7845981/
https://www.ncbi.nlm.nih.gov/pubmed/33513150
http://dx.doi.org/10.1371/journal.pone.0245904

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