Entrepreneurship and Sustainability Issues (Mar 2020)

Modeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution

  • Shazia Salamat,
  • Niu Lixia,
  • Sobia Naseem,
  • Muhammad Mohsin,
  • Muhammad Zia-ur-Rehman,
  • Sajjad Ahmad Baig

DOI
https://doi.org/10.9770/jesi.2020.7.3(11)
Journal volume & issue
Vol. 7, no. 3
pp. 1580 – 1596

Abstract

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