Forecasting Cryptocurrencies: A Comparison of GARCH Models

[PDF] mdpi.com

Forecasting bitcoin spikes: A garch-svm approach

T Papadimitriou, P Gogas, AF Athanasiou - Forecasting, 2022 - mdpi.com
This study aims to forecast extreme fluctuations of Bitcoin returns. Bitcoin is the first
decentralized and the largest, in terms of capitalization, cryptocurrency. A well-timed and …
被引用次数：3 相关文章 所有 9 个版本
[PDF] academia.edu

[PDF][PDF] Forecasting Bitcoin Spikes: A GARCH-SVM Approach. Forecasting 2022, 4, 752–766

T Papadimitriou, P Gogas, AF Athanasiou - 2022 - academia.edu
This study aims to forecast extreme fluctuations of Bitcoin returns. Bitcoin is the first
decentralized and the largest, in terms of capitalization, cryptocurrency. A well-timed and …
相关文章
[PDF] academia.edu

[PDF][PDF] Cryptocurrency market risk analysis: evidence from FZL function

SP Kumah - Qeios, 2023 - academia.edu
Cryptocurrencies are risky currencies due to their extreme price volatilities and requires an
estimation of coherent risk measures for an effective portfolio optimization and risk …
相关文章 所有 4 个版本