2024
DOI: 10.3390/math12111719
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Stochastic Patterns of Bitcoin Volatility: Evidence across Measures

Georgia Zournatzidou,
Dimitrios Farazakis,
Ioannis Mallidis
et al.

Abstract: This research conducted a thorough investigation of Bitcoin volatility patterns using three interrelated methodologies: R/S investigation, simple moving average (SMA), and the relative strength index (RSI). The paper jointly employes the above techniques on volatility range-based estimators to effectively capture the unpredictable volatility patterns of Bitcoin. R/S analysis, SMA, and RSI calculations assess time series data obtained from our volatility estimators. Although Bitcoin is known for its high volati… Show more

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