Predicting crypto‐currencies using sparse non‐Gaussian state space models (Q4687677)
From MaRDI portal
scientific article; zbMATH DE number 6952670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting crypto‐currencies using sparse non‐Gaussian state space models |
scientific article; zbMATH DE number 6952670 |
Statements
Predicting crypto‐currencies using sparse non‐Gaussian state space models (English)
0 references
12 October 2018
0 references
bitcoin
0 references
density forecasting
0 references
stochastic volatility
0 references
\(t\)-distributed errors
0 references
