Can U.S. macroeconomic indicators forecast cryptocurrency volatility?
Year of publication: |
2024
|
---|---|
Authors: | Tzeng, Kae-Yih ; Su, Yi Kai |
Subject: | Cryptocurrency volatility | U.S. macroeconomic variables | In-sample test | Out-of-sample test | Combination methods | Volatilität | Volatility | USA | United States | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Wirtschaftsindikator | Economic indicator | ARCH-Modell | ARCH model |
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