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Rukiye Şamcı Karadeniz

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Open access Oct 2026

Change-Point-Aware Stochastic Modeling of Cryptocurrency Volatility: Evidence from Bitcoin

Cryptocurrency prices often experience substantial changes in volatility over time, which may limit the usefulness of stochastic models based on a constant-volatility assumption. This study examines whether accounting for structural changes can improve the stochastic modeling of Bitcoin volatility. Daily Bitcoin prices...

Rukiye Şamcı Karadeniz · 0 citations

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