Forecasting bitcoin volatility : exploring the potential of deep learning
Tiago E. Pratas, Filipe R. Ramos, Lihki Rubio
| Year of publication: |
2023
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|---|---|
| Authors: | Pratas, Tiago E. ; Ramos, Filipe R. ; Rubio, Lihki |
| Published in: |
Eurasian economic review : a journal in applied macroeconomics and finance. - Heidelberg : Springer, ISSN 2147-429X, ZDB-ID 2646817-7. - Vol. 13.2023, 2, p. 285-305
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| Subject: | Cryptocurrencies | Bitcoin | ARCH/GARCH models | Deep learning | Forecasting | Prediction error | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Künstliche Intelligenz | Artificial intelligence | Lernprozess | Learning process | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40822-023-00232-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014315637