Understanding the Volatility of Bitcoin Returns: Dynamic Estimation and Predictive Analysis Based on Specific GARCH Approaches
Authors
George Eduard GRIGORE
National University of Science and Technology POLITEHNICA Bucharest, Bucharest, Romania
Răzvan Mihai DOBRESCU
National University of Science and Technology POLITEHNICA Bucharest, Bucharest, Romania
Simona NICOLAE
National University of Science and Technology POLITEHNICA Bucharest, Bucharest, Romania
Oana VLĂDUȚ
National University of Science and Technology POLITEHNICA Bucharest, Bucharest, Romania
DOI: https://doi.org/10.2478/picbe-2026-0394 | Journal eISSN: 2558-9652
Language: English
Page range: 5359 - 5380
Published on: Jul 22, 2026
Published by: Bucharest University of Economic Studies
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
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© 2026 George Eduard GRIGORE, Răzvan Mihai DOBRESCU, Simona NICOLAE, Oana VLĂDUȚ, published by Bucharest University of Economic Studies
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.