{"id":"W2759609844","doi":"10.3390/jrfm10040017","title":"GARCH Modelling of Cryptocurrencies","year":2017,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":344,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Cryptocurrency; Autoregressive conditional heteroskedasticity; Econometrics; Economics; Value (mathematics); Computer science; Mathematics; Statistics; Volatility (finance); Computer security","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05541638838396715,"score_gpt":0.2393319658223115,"score_spread":0.1839155774383443,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}