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Modeling and Forecasting Cryptocurrency Returns and Volatility: An Application of GARCH Models

Universal Journal of Finance and Economics | Vol 2, Issue 1

Figure 4

Plot of the Residual Autocorrelations for (a) ETH-USD, (b) BNB-USD and (c) BTC-USD
Figure 4. Plot of the Residual Autocorrelations for (a) ETH-USD, (b) BNB-USD and (c) BTC-USD