Different GARCH model analysis on returns and volatility in Bitcoin

Changlin Wang; Changlin Wang

doi:10.3934/DSFE.2021003

Data Science in Finance and Economics

2021, Volume 1, Issue 1: 37-59. doi: 10.3934/DSFE.2021003

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Research article

Different GARCH model analysis on returns and volatility in Bitcoin

Changlin Wang ^,

Management School, Liverpool University, London City, United Kingdom
Correction on: Data Science in Finance and Economics 2: 228–231

Received: 26 March 2021 Accepted: 23 May 2021 Published: 09 June 2021
JEL Codes: C22, G11, G15

- Bitcoin,
- returns,
- volatility,
- GARCH models,
- asymmetry
Citation: Changlin Wang. Different GARCH model analysis on returns and volatility in Bitcoin[J]. Data Science in Finance and Economics, 2021, 1(1): 37-59. doi: 10.3934/DSFE.2021003

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