Yayıncı "Ege Akademik Bakış" için listeleme
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From discrete to continuous: Garch volatility modeling of the Bitcoin
(Ege Akademik Bakış, 2022)The aim of the study is to determine the most appropriate discrete model for the volatility of Bitcoin returns using the discretetime GARCH model and its extensions and compare it with the Lévy-driven continuous-time GARCH ...