FMZ Quantfmzquant.hashnode.dev·May 21, 2024Modeling and Analysis of Bitcoin Volatility Based on ARMA-EGARCH ModelRecently, I have made some analysis on the volatility of Bitcoin, which is wordy and spontaneous. So I simply share some of my understanding and code as follows. My ability is limited, and the code is not very perfect. If there is any mistake, please...Bitcoin
