Heteroskedasticity in Excess Bitcoin Return Data: Google Trend vs. GARCH Effects

Published: 20 September 2019| Version 1 | DOI: 10.17632/t6z3jkh494.1
Contributors:
Chamil W Senarathne,
Tijana Šoja

Description

This dataset is used for the research paper entitled ‘Heteroskedasticity in Excess Bitcoin Return Data: Google Trend vs. GARCH Effects’ and shall not be redistributed or used for commercial purposes unless permission is duly obtained in writing from the publisher and the authors. Feel free to use it for the purposes of academic interest and future research projects. When using or referring to the data set in publications, please cite the article as follows: Senarathne, C. W., & Šoja, T. (2019), Heteroskedasticity in Excess Bitcoin Return Data: Google Trend vs. GARCH Effects. Financial Sciences. You may also want to cite the data set as: Senarathne, C. W., & Šoja, T (2019). Heteroskedasticity in Excess Bitcoin Return Data: Google Trend vs. GARCH Effects. Mendeley Data, DOI: 10.17632/t6z3jkh494.1 For a detailed description of the data, methodology and descriptive statistics, please refer the article published.

Files

Steps to reproduce

Please refer the article published