Forecasting the Risk of Cryptocurrencies : Comparison and Combination of GARCH and Stochastic Volatility Models
Year of publication: |
2023
|
---|---|
Authors: | Prüser, Jan |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Virtuelle Währung | Virtual currency | Vergleich | Comparison |
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