Volatility forecasting accuracy for Bitcoin (Q777644)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Volatility forecasting accuracy for Bitcoin |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility forecasting accuracy for Bitcoin |
scientific article |
Statements
Volatility forecasting accuracy for Bitcoin (English)
0 references
7 July 2020
0 references
Bitcoin
0 references
cryptocurrency
0 references
GARCH
0 references
volatility
0 references
model confidence set
0 references
robust loss function
0 references
0 references
