Dynamics in realized volatility forecasting : evaluating GARCH models and deep learning algorithms across parameter variations
Omer Burak Akgun, Emrah Gulay
| Year of publication: |
2025
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|---|---|
| Authors: | Akgun, Omer Burak ; Gulay, Emrah |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 65.2025, 6, p. 3971-4013
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| Subject: | Cryptocurrencies | Deep learning | GARCH models | Realized volatility | Volatility forecasting | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Lernprozess | Learning process | Schätztheorie | Estimation theory | Algorithmus | Algorithm | Virtuelle Währung | Virtual currency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-024-10694-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015590464