Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy
Year of publication: |
2024
|
---|---|
Authors: | Feng, Lingbing ; Qi, Jiajun ; Lucey, Brian M. |
Subject: | Cryptocurrency market | Dynamic tuning | Economic value | Variable importance | Volatility forecasting | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Theorie | Theory | Finanzmarkt | Financial market |
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