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Forecasting bitcoin volatility using hybrid
GARCH
models with machine learning
Zahid, Mamoona
;
Iqbal, Farhat
;
Koutmos, Dimitrios
- In:
Risks : open access journal
10
(
2022
)
12
,
pp. 1-18
-stationary properties of Generalized Autoregressive Conditional Heteroskedasticity (
GARCH
) models with the nonlinear modeling capabilities …
Persistent link: https://www.econbiz.de/10014230957
Saved in:
2
Cryptocurrency trading and downside risk
Iqbal, Farhat
;
Zahid, Mamoona
;
Koutmos, Dimitrios
- In:
Risks : open access journal
11
(
2023
)
7
,
pp. 1-18
(CAViaR) and dynamic quantile range (DQR) models, as well as
GARCH
-type and generalized autoregressive score (GAS) models. We …
Persistent link: https://www.econbiz.de/10014335948
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