Volatility forecasting accuracy for Bitcoin (Q777644)
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scientific article; zbMATH DE number 7218441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility forecasting accuracy for Bitcoin |
scientific article; zbMATH DE number 7218441 |
Statements
Volatility forecasting accuracy for Bitcoin (English)
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7 July 2020
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Bitcoin
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cryptocurrency
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GARCH
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volatility
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model confidence set
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robust loss function
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