Economics, Econometrics and Finance
5 years ago

Bitcoin, Ethereum, and Ripple Volatility Models Predict Future Market Trends

Volatility Evaluation Using Conditional Heteroscedasticity Models on Bitcoin, Ethereum and Ripple
Darko Blazevic, Fredrik Marcusson

Paper Summary

The article examines the volatility of Bitcoin, Ethereum, and Ripple using different models. The researchers compared four models to see how well they predict volatility in these cryptocurrencies. They found that GARCH and EGARCH models are better at forecasting volatility compared to ARCH and GJR-GARCH models.

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