most citedModelling and Predicting the Conditional Variance of Bitcoin Daily Returns: Comparsion of Markov Switching GARCH and SV Models

2 citations · 2 across the 1 of their papers we have counts for

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q-fin.ST2024★ 2 cited

Modelling and Predicting the Conditional Variance of Bitcoin Daily Returns: Comparsion of Markov Switching GARCH and SV Models

Dennis Koch, Vahidin Jeleskovic, Zahid I. Younas

This paper introduces a unique and valuable research design aimed at analyzing Bitcoin price volatility. To achieve this, a range of models from the Markov Switching-GARCH and Stoc…