Forecasting Cryptocurrency Volatility Using GARCH and ARCH Model

Amadeo Christopher, Kevin Deniswara, Bambang Leo Handoko. Forecasting Cryptocurrency Volatility Using GARCH and ARCH Model. In ICEEG 2022: 6th International Conference on E-Commerce, E-Business and E-Government, Plymouth, United Kingdom, April 27 - 29, 2022. pages 121-128, ACM, 2022. [doi]

Abstract

Abstract is missing.