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1

Modeling the volatility of cryptocurrencies: an empirical application of stochastic volatility models

Modeling the volatility of cryptocurrencies: an empirical application of stochastic volatility models

by Zahid, Mamoona, Iqbal, Farhat
Published 2020

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2

Modeling and forecasting the realized volatility of bitcoin using realized HAR-GARCH-type models with jumps and inverse leverage effect

Modeling and forecasting the realized volatility of bitcoin using realized HAR-GARCH-type models with jumps and inverse leverage effect

by Zahid, Mamoona, Iqbal, Farhat, Raziq, Abdul, Sheikh, Naveed
Published 2022

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