2 citations · 3 across the 2 of their papers we have counts for
2 papers
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…
q-fin.PM2023★ 1 cited
Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach
Vahidin Jeleskovic, Claudio Latini, Zahid I. Younas +1
The growing interest in cryptocurrencies has drawn the attention of the financial world to this innovative medium of exchange. This study aims to explore the impact of cryptocurren…