Periodicity.: March - April 2019
e-ISSN......: 2236-269X
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Volatility behavior of virtual currencies

Jéssica Gonçalves Andrade, Nilson Brandalise

Abstract


In order to do a volatility analysis, since the exchange rate is higher than the average risk, the higher the average rate of return, the higher the average growth rate of the year. applied the method of data analysis. An attempt to volatility analysis can be made in one year, in the middle of the end of 2016.


Keywords


Virtual Currencies; Volatility; Garch Model.

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References


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DOI: http://dx.doi.org/10.14807/ijmp.v10i2.852

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Copyright (c) 2019 Jéssica Gonçalves Andrade, Nilson Brandalise

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