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Summary statistics of log-transformed data.

Summary statistics of log-transformed data.

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Summary statistics of log-transformed data.
Summary Statistics of GARCH (1,1).
Summary Statistics of EGARCH.
Is Bitcoin a Safe Haven for Indian Investors? A GARCH Volatility Analysis
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  • Jul 2022
This paper attempts to understand the dynamic interrelationships and financial asset capabilities of Bitcoin by analysing several aspects of its volatility vis-a-vis other asset classes. This study aims to analyse the volatility dynamics of the returns of Bitcoin. An asymmetric GARCH model (EGARCH) is used to investigate whether Bitcoin may be usef...
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Contexts in source publication

Context 1
... initial test results showed AR(1) process, estimation is done using a GARCH(1,1) model. Table 1 shows that the skewness for all variables is fairly symmetrical while that of Nifty is on the higher side. Skewness can also be considered a measure of risk. ...
Context 2
... is the degree to which scores cluster in the tails or the peak of a distribution. It shows the Table 1 shows that the skewness for all variables is fairly symmetrical while that of Nifty is on the higher side. Skewness can also be considered a measure of risk. ...