Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model

Chia-Yen TanYou-Beng KohKok-Haur NgKooi Huat Ng2024-10-252024-10-252021-04https://doi.org/10.1016/j.najef.2021.101377https://dspace-cris.utar.edu.my/handle/123456789/4888Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH modeljournal-article