Term Paper on Financial Econometrics exploring the volatility in Bitcoin prices as measured using a bayesian stochastic volatility analysis and using GARCH and rolling window GARCH estimates. These methods are compared and tested for the best way forward.
sadrzadehsaeed/Bitcoin-Volatility-Analysis
Term Paper on Financial Econometrics exploring the volatility in Bitcoin prices as measured using a bayesian stochastic volatility analysis and using GARCH and rolling window GARCH estimates. These methods are compared and tested for the best way forward.
R