Predicting the volatility of Bitcoin returns based on kernel regression
S Şanlı, M Balcılar, M Özmen - Annals of Operations Research, 2023 - Springer
Nonparametric regression has become a popular method because it offers great flexibility in
data modeling without requiring a precise description of the functional forms of estimated …
data modeling without requiring a precise description of the functional forms of estimated …
Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression
Y Li, HK Karlsson - Computational Economics, 2023 - Springer
This paper investigates the asymmetric behavior of oil price volatility using different types of
Asymmetric Power ARCH (APARCH) model. We compare the estimation and forecasting …
Asymmetric Power ARCH (APARCH) model. We compare the estimation and forecasting …
[引用][C] Estimación y predicción en modelos GARCH con parámetros suavemente variables en el tiempo: Un enfoque no paramétrico.
JA Muñoz Mendoza - 2023 - Universidad de Concepción.
[引用][C] A Hybrid B. Spline-Garch (BSGARCH) Model For Stock Market Volatility
K Agyarko - 2023 - University of Mines and Technology …