Estimating and forecasting bitcoin daily prices using ARIMA-GARCH models

Estimating and forecasting bitcoin daily prices using ARIMA-GARCH models

Purpose – The goal of the study is to offer important insights into the dynamics of the cryptocurrency market by analyzing pricing data for Bitcoin. Using quantitative analytic methods, the study makes use of a Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model and an Autoregres...

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Bibliographic Details
Main Authors: Quang Phung Duy, Oanh Nguyen Thi, Phuong Hao Le Thi, Hai Duong Pham Hoang, Khanh Linh Luong, Kim Ngan Nguyen Thi
Format: Article
Language:English
Published: Emerald Publishing 2024-10-01
Series:Business Analyst
Subjects:
Volatility
Forecasting
Bitcoin
ARIMA
GARCH
Online Access:https://www.emerald.com/insight/content/doi/10.1108/BAJ-05-2024-0027/full/pdf
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