IDENTIFICATION OF MARKET VOLATILITY WITH SOLID VAR AUTOREGRESSION VALIDITY IN INDONESIA CRYPTOCURRENCIES OR GOLD

Abstract

Increasing market capitalization is characterized by high volatility but doesn’t have the ability and potential for monetary function, Crypto world eventually shifted into the most attractive investment in the digital economy. Numerous published studies have required some improvement in the consistent relationship between commodities and financial assets and the authors proposed an alternative assessment with demonstrating the relationship between the trading volume activity of the most traded cryptocurrency in Indonesia (i