Forecasting bitcoin volatility : exploring the potential of deep learning
Year of publication: |
2023
|
---|---|
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
|
Subject: | Cryptocurrencies | Bitcoin | ARCH/GARCH models | Deep learning | Forecasting | Prediction error | Prognoseverfahren | Forecasting model | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Lernprozess | Learning process |
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