Computer Science
3 years ago

Bitcoin identified as safe-haven asset to hedge financial risks.

Data Science in Finance and Economics
Different GARCH model analysis on returns and volatility in Bitcoin
Changlin Wang

Paper Summary

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The article examines Bitcoin's returns and volatility using GARCH models. The study analyzed Bitcoin's daily closing prices from 2013 to 2020, finding that Bitcoin's returns and volatility show clustering characteristics and constitute a persistent process. The research suggests that Bitcoin can hedge financial risks during economic downturns and has a revised asymmetric effect between positive and negative shocks, making it a valuable asset for investors.