Analysis of Bitcoin Returns Volatility using AR-GARCH Modelling

2020-04-17T21:53:21Z (GMT) by Mihir Dash
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.