ECONOMETRIC MODELS OF QUOTATIONS OF MAJOR CRYPTOCURRENCIES AND AN ASSESSMENT OF THEIR VOLATILITY IN 2022-2023
cryptocurrencies.However, the high value of bitcoin generates a high measure of its absolute volatility, that is, in other words, it generates large possible average losses for an investor when owning bitcoin.2. The econometric model of quotes for all cryptocurrencies is .
Authors
- V. A. Byvshev (ORCID: https://orcid.org/0000-0002-8234-4936)
- D.S. Koverina
- Y.V. Nigoyan
- I.S. Pankrashkina
- M.A. Chekinyova
Institutions
- Financial University (RU)
Publication Details
- Published
- 2024-12-11
- DOI
- https://doi.org/10.34660/inf.2023.48.63.073
- Primary Topic
- Diverse Scientific Research in Ukraine
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- Far East Branch, Russian Academy of Sciences