Forecasting the risk of cryptocurrencies : comparison and combination of garch and stochastic volatility models
Jan Prüser
| Year of publication: |
2024
|
|---|---|
| Authors: | Prüser, Jan |
| Subject: | cryptocurrencies | GARCH | model combination | stochastic volatility | ARCH-Modell | ARCH model | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jtse-2023-0039 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015117682