Cryptocurrency volatility forecasting: what can we learn from the first wave of the COVID-19 outbreak? (Q6148812)
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scientific article; zbMATH DE number 7801450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cryptocurrency volatility forecasting: what can we learn from the first wave of the COVID-19 outbreak? |
scientific article; zbMATH DE number 7801450 |
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Cryptocurrency volatility forecasting: what can we learn from the first wave of the COVID-19 outbreak? (English)
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8 February 2024
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in-sample forecasting
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realized volatility
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out-of-sample forecasting
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semi-variances
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signed jump
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