Modelling cryptocurrency price volatility through the GARCH and EWMA model / Andree Irawan and Wiwik Utam
The number of cryptocurrency investors has grown rapidly compared to conventional financial asset investors. This condition needs attention considering the high price volatility of cryptocurrency without any underlying transactions. This research aimed to provide empirical evidence for the best pric...
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| Main Authors: | , |
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| Format: | Article |
| Language: | en |
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Accounting Research Institute (ARI), Universiti Teknologi MARA, Shah Alam
2025
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/113519/1/113519.pdf https://ir.uitm.edu.my/id/eprint/113519/ https://mar.uitm.edu.my/ |
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