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财经与管理, 6(4), p. 28, 2020

DOI: 10.26549/cjygl.v4i6.3875

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基于garch模型的比特币价格波动研究

Journal article published in 2020 by 琳岚 冯., 甘雅 苏.
This paper was not found in any repository; the policy of its publisher is unknown or unclear.
This paper was not found in any repository; the policy of its publisher is unknown or unclear.

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Abstract

论文针对比特币价格的对数收益率序列建立 GARCH 模型，了解在实验时间范围比特币价格的波动情况。实验结果表明：比特币价格的波动性较大且容易受外部冲击的影响。分析认为，比特币更明显地表现为投机性金融工具，并且比特币价格的泡沫化现象十分严重。