The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currencies

• Viviane Naimy,

  Roles Conceptualization, Formal analysis, Investigation, Methodology, Supervision, Writing – original draft

  Affiliation Department of Accounting and Finance, Faculty of Business Administration and Economics, Notre Dame University – Louaize, Zouk Mosbeh, Lebanon

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• Omar Haddad,

  Roles Formal analysis, Investigation, Software, Validation, Visualization, Writing – original draft

  Affiliation Department of Accounting and Finance, Faculty of Business Administration and Economics, Notre Dame University – Louaize, Zouk Mosbeh, Lebanon

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• Gema Fernández-Avilés ,

  Roles Formal analysis, Investigation, Methodology, Supervision, Writing – review & editing

  * E-mail: Gema.faviles@uclm.es

  Affiliation Faculty of Law and Social Sciences, University of Castilla-La Mancha, Toledo, Spain

  https://orcid.org/0000-0001-5934-1916

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• Rim El Khoury

  Roles Supervision, Validation, Visualization, Writing – review & editing

  Affiliation Department of Accounting and Finance, Faculty of Business Administration and Economics, Notre Dame University – Louaize, Zouk Mosbeh, Lebanon

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