Browsing Master theses by Author "Rashidi Ranjbar, Mohammad"
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GARCH and GAS: Comparison of volatility models for Bitcoin in different exchanges
Rashidi Ranjbar, Mohammad (2020-07-08)Different characteristics of cryptocurrencies have been investigated by a number of studies. In this study, I focus on conditional volatility of Bitcoin in three exchanges which are Coinbase, Bitfinex and Bitstamp. I ...