Munim, Ziaul Haque; Shakil, Mohammad Hassan; Alon, Ilan - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-15
This study analyzes forecasts of Bitcoin price using the autoregressive integrated moving average (ARIMA) and neural network autoregression (NNAR) models. Employing the static forecast approach, we forecast next-day Bitcoin price both with and without re-estimation of the forecast model for each...