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Keywords: GARCH
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Journal Articles
Quang Phung Duy, Oanh Nguyen Thi, Phuong Hao Le Thi, Hai Duong Pham Hoang, Khanh Linh Luong, Kim Ngan Nguyen Thi
Journal:
Business Analyst Journal
Business Analyst Journal (2024) 45 (1): 11–23.
Published: 20 August 2024
..., the study makes use of a Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model and an Autoregressive Integrated Moving Average (ARIMA). The study looks at how predictable Bitcoin price swings and market volatility will be between 2021 and 2023. Design/methodology/approach The data used...
