Out-of-sample prediction of Bitcoin realized volatility : do other cryptocurrencies help?
Year of publication: |
2022
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Authors: | Yi, Yongsheng ; He, Mengxi ; Zhang, Yaojie |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-20
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Subject: | Bitcoin | Cryptocurrency | Out-of-sample prediction | Realized volatility | Scaled principal component analysis | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Elektronisches Geld | Electronic money | Zeitreihenanalyse | Time series analysis | Welt | World |
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