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Keywords: Volatility
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Journal Articles
Journal:
Business Analyst Journal
Business Analyst Journal (2026) 47 (1): 1–11.
Published: 02 January 2026
...Sanjay Kumar; Nand Kumar Purpose This study aims to analyze the long memory properties of daily/monthly log return series of thirteen currency pairs, offering insights into the predictability or randomness of return and volatility in forex markets. Design/methodology/approach The study uses...
Includes: Supplementary data
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...
