Author

Rukiye Şamcı Karadeniz

1 paper indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Open access Oct 2026

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

It is suggested that allowing volatility to change at empirically identified points can provide a more useful stochastic representation of Bitcoin volatility than a single-regime GBM.

Rukiye Şamcı Karadeniz · BİLTÜRK Journal of Economics... · 0 citations