Pages that link to "Item:Q2663482"
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The following pages link to Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling (Q2663482):
Displaying 7 items.
- Volatility estimation for Bitcoin: a comparison of GARCH models (Q1782336) (← links)
- Optimal forecasting accuracy using Lp-norm combination (Q2168554) (← links)
- Model-based fuzzy time series clustering of conditional higher moments (Q2237183) (← links)
- Volatility GARCH models with the ordered weighted average (OWA) operators (Q6086276) (← links)
- Modelling and predicting the Bitcoin volatility using GARCH models (Q6108501) (← links)
- Assessing the accuracy of exponentially weighted moving average models for Value-at-Risk and Expected Shortfall of crypto portfolios (Q6158409) (← links)
- Maximum likelihood estimation of multivariate regime switching Student-\(t\) copula models (Q6663973) (← links)