Browsing: GARCH models

Posts Tagged ‘ GARCH models ’

Modeling the Volatility of Crypto Exchange Rates

Jan 31st, 2019 | Filed under: Newly Added, Regulatory Environment, Digital currencies, Risk Metrics and Measurement, The A.I. Industry, Emerging Alternative Investments, Risk Management & Operations, Other Topics in A.I.

GARCH (Generalized Autoregressive Conditional Heteroskedasticity) models are very useful for estimating the volatility for a lot of more traditional assets (stocks and bonds) and their indices, which is why they’ve been around since the 1980s. But when they’re used for Bitcoin, Ethereum, Ripple, and Litecoin they yield incorrect predictions forRead More