Modeling cryptocurrencies volatility using GARCH models: a comparison based on Normal and Student's T-Error distribution
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Main Authors: | Shazia Salamat, Niu Lixia, Sobia Naseem, Muhammad Mohsin, Muhammad Zia-ur-Rehman, Sajjad Ahmad Baig |
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Format: | article |
Language: | EN |
Published: |
Entrepreneurship and Sustainability Center
2020
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Subjects: | |
Online Access: | https://doaj.org/article/bc46441b6ccd4fbf924ffa34032911e5 |
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