Predicting cryptocurrency volatility : the power of model clustering
Yue Qiu, Shaoguang Qu, Zhentao Shi, Tian Xie
| Year of publication: |
2025
|
|---|---|
| Authors: | Qiu, Yue ; Qu, Shaoguang ; Shi, Zhentao ; Xie, Tian |
| Subject: | Cryptocurrency | Forecast Combination | HAR | Rough Volatility | Volatility Forecasting | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Prognose | Forecast |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2024.106986 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015195169