Analysis of Cryptocurrency volatility and statistical distributions using ARMA and GARCH-type models
This study aims to investigate and model statistical properties of Bitcoin and other major cryptocurrencies. There were recent drastic changes in the level of Bitcoin prices as it moved from $740 in 2014 to $19,187 in 2017, and down to $3,830 in 2018. The current study aims to fill the gap in the analysis of cryptoccurencies, primarily Bitcoin returns statistical process. Specifically, the study s
