Forecasting volatility in bitcoin market (Q2022929)
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scientific article; zbMATH DE number 7341683
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Forecasting volatility in bitcoin market |
scientific article; zbMATH DE number 7341683 |
Statements
Forecasting volatility in bitcoin market (English)
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3 May 2021
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bitcoin
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multifractal processes
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GARCH processes
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model confidence set
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likelihood ratio test
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0.8451845645904541
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0.8130519986152649
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0.7672727108001709
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0.7634261250495911
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