Volatility forecasting accuracy for Bitcoin
Gerrit Köchling, Philipp Schmidtke, Peter N. Posch
| Year of publication: |
2020
|
|---|---|
| Authors: | Köchling, Gerrit ; Schmidtke, Philipp ; Posch, Peter N. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 191.2020, p. 1-5
|
| Subject: | Bitcoin | Cryptocurrency | GARCH | Model confidence set | Robust loss function | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Volatilität | Virtuelle Währung | Virtual currency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2019.108836 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012507996