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Analysis of Bitcoin Returns using AR-GARCH Modelling.pdf (299.05 kB)
Download fileAnalysis of Bitcoin Returns Volatility using AR-GARCH Modelling
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.comLead author country
IndiaLead author job role
Higher Education ResearcherLead author institution
Alliance University, Bangalore, IndiaHuman Participants
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