Artigo · Revista · 2025

An Exploration of The Volatility Clustering Present in Bitcoin’s Price Data, Comparing The GARCH, EGARCH And GJR-GARCH Models.

Ebenezer Bizor Nachinab, Alfred Asiwome Adu, A. J. Augustine, Enoch Deyaka Mwini, Michael Adu-Obuobi, Kenneth Saka Agyapong

International Journal of Latest Technology in Engineering Management & Applied Science

• Acesso aberto · Híbrido

Lê-lo10.51583/ijltemas.2025.1411000037