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Mihir Dash
Public Documents
1
Analysis of Bitcoin Returns Volatility using AR-GARCH Modelling
Mihir Dash
April 17, 2020
The study examines the stability of Bitcoin price/returns volatility using an AR-GARCH model. The data for the study were the daily closing Bitcoin prices obtained from the bitcoin,com website for the study period 01/01/2013 - 31/12/2017.