Das, Debasmita; Kayal, Parthajit; Maiti, Moinak - In: Decision analytics journal 6 (2023), pp. 1-11
) estimators that embed jumps in the model. Further, K-means clustering is used to form clusters based on the estimated Bitcoin …'s extreme value returns as the probable good days (extreme days), medium days, and bad days. The study observes that K-means … clustering can explain 65 percent point return variability. The study findings will be highly useful for crypto investors …