Approaches to estimating and forecasting cryptocurrency volatility / Крысальная Ольга Андреевна; Экономический факультет; Кафедра аналитической экономики и эконометрики; науч. рук. Васенкова Е.И.

Abstract

The purpose of the research is studying the methods of estimating volatility in the cryptoсurrency market, as well as short-term forecasting the prices using binding models of autoregression and Generalized Autoregressive Conditional Heteroskedasticity (ARMA-GARCH).