Machine learning approaches to forecasting cryptocurrency volatility : considering internal and external determinants
Yijun Wang, Galina Andreeva, Belen Martin-Barragan
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Yijun ; Andreeva, Galina ; Martin-Barragan, Belen |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 90.2023, p. 1-21
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| Subject: | Cryptocurrency volatility forecasting | Deep learning techniques | Determinants | Machine learning techniques | Time-series forecasting | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Lernprozess | Learning process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102914 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014468797