Analysis of Bitcoin Volatility during the COVID-19 Pandemic: An Examination Using ARCH and GARCH Models
The COVID-19 pandemic has had a profound effect on the global economy and financial markets, including a significant impact on the cryptocurrency markets. This study analyzes the impact of the COVID-19 process on bitcoin price movements. The study examines the daily price data of bitcoin between 01/...
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Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Ekonomi ve Finansal Araştırmalar Derneği
2024-12-01
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Series: | Ekonomi, Politika & Finans Araştırmaları Dergisi |
Subjects: | |
Online Access: | https://dergipark.org.tr/tr/download/article-file/4380054 |
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