Tiara, Friskha (2023) Analisis Perbandingan Risiko Investasi Bitcoin Dan Ethereum Dengan Menggunakan Model Aparch. Other thesis, Universitas Islam Riau.

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Abstract

This research aims to calculate the level of investment risk in Bitcoin and Ethereum cryptocurrencies. The model used in this research is the APARCH (asymmetric power autoregressive conditional heteroscedaticity) model for data that experiences heteroscedasticity and asymmetry. The objects studied were the Bitcoin and Ethereum cryptocurrencies throughout 2019. This research uses quantitative descriptive analysis methods. The results of this research prove that there are differences in the level of investment risk in Bitcoin and Ethereum which use the APARCH model. It can be seen from the value leverage effect Y1 means bad news has a strong influence on the movement of Bitcoin and Ethereum cryptocurrency stock returns.

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