Predicting crypto‐currencies using sparse non‐Gaussian state space models (Q4687677)
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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 |
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Predicting crypto‐currencies using sparse non‐Gaussian state space models (English)
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12 October 2018
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bitcoin
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density forecasting
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stochastic volatility
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\(t\)-distributed errors
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