Pages that link to "Item:Q6108501"
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The following pages link to Modelling and predicting the Bitcoin volatility using GARCH models (Q6108501):
Displaying 10 items.
- Volatility forecasting accuracy for Bitcoin (Q777644) (← links)
- Volatility estimation for Bitcoin: a comparison of GARCH models (Q1782336) (← links)
- Forecasting volatility in bitcoin market (Q2022929) (← links)
- Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling (Q2663482) (← links)
- Understand volatility of algorithmic stablecoin: modeling, verification and empirical analysis (Q2670821) (← links)
- Bitcoin and Its Offspring: A Volatility Risk Approach (Q5148855) (← links)
- Cryptocurrency volatility forecasting: what can we learn from the first wave of the COVID-19 outbreak? (Q6148812) (← links)
- Assessing the accuracy of exponentially weighted moving average models for Value-at-Risk and Expected Shortfall of crypto portfolios (Q6158409) (← links)
- Using proxies to improve forecast evaluation (Q6179125) (← links)
- Modelling the bitcoin prices and media attention to bitcoin via the jump-type processes (Q6581541) (← links)