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Analysis of Bitcoin Returns using AR-GARCH Modelling.pdf (299.05 kB)
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Analysis of Bitcoin Returns Volatility using AR-GARCH Modelling

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posted on 17.04.2020 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.

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Declaration of conflicts of interest

The author declares no conflict of interest.

Corresponding author email

mihirda@rediffmail.com

Lead author country

India

Lead author job role

Higher Education Researcher

Lead author institution

Alliance University, Bangalore, India

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No

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