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Volatility Clustering, Fat Tails and Bitcoin Exchange Rate Returns
10/10 checkable references clean · checked 2026-08-29
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The 10 checked references that resolve
resolves10.2307/1925546
A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return
resolves10.2139/ssrn.3012706
Models with Short-Term Variations and Long-Term Dynamics in Risk Management of Commodity Derivatives
resolves10.2139/ssrn.3013797
How Information Is Transmitted Across the Nations? An Empirical Investigation of the US and Chinese Commodity Markets
resolves10.1016/j.eneco.2007.11.004
Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
resolves10.1016/j.econlet.2017.06.023
Volatility estimation for Bitcoin: A comparison of GARCH models
resolves10.1007/s11071-007-9206-5
Modelling heavy tails and asymmetry using ARCH-type models with stable Paretian distributions
The 2 references without a DOI — listed, not checked
no DOI — not checkedTesting for serial correlation in the presence of ARCH
no DOI — not checkedref10
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