Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Year of publication: |
2021
|
---|---|
Authors: | Qiu, Yue ; Wang, Zongrun ; Xie, Tian ; Zhang, Xinyu |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 62.2021, p. 179-201
|
Subject: | Bitcoin | HARQ | Model averaging | Realized volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Statistischer Fehler | Statistical error | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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