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Volatility estimation for Bitcoin: A comparison of GARCH models

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Figure

Fig. 1. Daily closing prices and price returns of the Coindesk Bitcoin Index (US Dollars)
Table 1. Descriptive statistics and unit roots tests. Panel A: Descriptive statistics
Table A.1 GARCH-type models used.
Table A.2 Estimation results of GARCH-type models for Bitcoin returns. AR-AR-AR-AR-AR-AR-

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