Keywords: Forecasting
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Journal Articles
Business Analyst Journal (2024) 45 (1): 11–23.
Published: 20 August 2024
... in this study are the daily closing prices of Bitcoin from Jan 17th, 2021 to Dec 17th, 2023, which corresponds to a total of 1065 observations. The estimation process is run using 3 years of data (2021–2023), while the remaining (Jan 1st 2024 to Jan 17th 2024) is used for forecasting. The ARIMA-GARCH method...

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