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

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Autores principales:	Shazia Salamat, Niu Lixia, Sobia Naseem, Muhammad Mohsin, Muhammad Zia-ur-Rehman, Sajjad Ahmad Baig
Formato:	article
Lenguaje:	EN
Publicado:	Entrepreneurship and Sustainability Center 2020
Materias:	Environmental sciences GE1-350 Technological innovations. Automation HD45-45.2
Acceso en línea:	https://doaj.org/article/bc46441b6ccd4fbf924ffa34032911e5
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spelling	oai:doaj.org-article:bc46441b6ccd4fbf924ffa34032911e52021-11-13T17:21:54ZModeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution2345-028210.9770/jesi.2020.7.3(11)https://doaj.org/article/bc46441b6ccd4fbf924ffa34032911e52020-03-01T00:00:00Zhttps://jssidoi.org/jesi/article/477https://doaj.org/toc/2345-0282Shazia SalamatNiu LixiaSobia NaseemMuhammad MohsinMuhammad Zia-ur-RehmanSajjad Ahmad BaigEntrepreneurship and Sustainability CenterarticleEnvironmental sciencesGE1-350Technological innovations. AutomationHD45-45.2ENEntrepreneurship and Sustainability Issues, Vol 7, Iss 3, Pp 1580-1596 (2020)
institution	DOAJ
collection	DOAJ
language	EN
topic	Environmental sciences GE1-350 Technological innovations. Automation HD45-45.2
spellingShingle	Environmental sciences GE1-350 Technological innovations. Automation HD45-45.2 Shazia Salamat Niu Lixia Sobia Naseem Muhammad Mohsin Muhammad Zia-ur-Rehman Sajjad Ahmad Baig Modeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution
format	article
author	Shazia Salamat Niu Lixia Sobia Naseem Muhammad Mohsin Muhammad Zia-ur-Rehman Sajjad Ahmad Baig
author_facet	Shazia Salamat Niu Lixia Sobia Naseem Muhammad Mohsin Muhammad Zia-ur-Rehman Sajjad Ahmad Baig
author_sort	Shazia Salamat
title	Modeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution
title_short	Modeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution
title_full	Modeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution
title_fullStr	Modeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution
title_full_unstemmed	Modeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution
title_sort	modeling cryptocurrencies volatility using garch models: a comparison based on normal and student's t-error distribution
publisher	Entrepreneurship and Sustainability Center
publishDate	2020
url	https://doaj.org/article/bc46441b6ccd4fbf924ffa34032911e5
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Modeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution

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