Journal of Mathematical Finance

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]
"Modelling Volatility Dynamics of Cryptocurrencies Using GARCH Models"
written by Anthony Ngunyi, Simon Mundia, Cyprian Omari,
published by Journal of Mathematical Finance, Vol.9 No.4, 2019
has been cited by the following article(s):
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[8] A volatilidade das criptomoedas: Os casos da Polygon, Solana, BitTorrent Token e VeChain
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[9] An Examination of Cryptocurrency Volatility: Insights from Skewed Error Innovation Distributions Within GARCH Model Frameworks.
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[12] Analysis of Ethereum versus Bitcoin: The GARCH approach
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[13] Modeling and Forecasting Cryptocurrency Returns and Volatility: An Application of GARCH Models
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[14] The exponentiated half logistic skew-t distribution with GARCH-type volatility models
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[15] COVID Asymmetric Impact on the Risk Premium of Developed and Emerging Countries' Stock Markets
Mora, RJ Santillán-Salgado… - Mathematics, 2022
[16] Less is More: Bitcoin Volatility Forecast Using Feature Selection and Deep Learning Models
2022 IEEE 20th International Conference on …, 2022
[17] Scientific African
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[18] Forecasting the Volatilities of Cryptocurrencies: Evidence from Bitcoin
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[19] Financial modelling of cryptocurrency: a case study of Bitcoin, Ethereum, and Dogecoin in comparison with JSE stock returns.
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[20] Garch Modellerle Oynaklık Tahmini: Bitcoin Örneği
Journal of Business and Trade, 2021
[21] Persistence in the Cryptocurrency Value: An Empirical Analysis
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[22] The Predictive Performance of Extreme Value Analysis Based-Models in Forecasting the Volatility of Cryptocurrencies
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[23] Modelling and Forecasting the Volatility of Cryptocurrencies: A Comparison of Nonlinear GARCH-Type Models
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[24] Cryptocurrencies and Artificial Intelligence: Challenges and Opportunities
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[25] Modeling the volatility and value at risk of cryptocurrencies and fiat currencies using GARCH models
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[26] Volatility and value at risk: crypto versus Fiat currencies
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