Mostafa, Fahad; Saha, Pritam; Islam, Mohammad Rafiqul; … - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-22
Cryptocurrencies are currently traded worldwide, with hundreds of different currencies in existence and even more on the way. This study implements some statistical and machine learning approaches for cryptocurrency investments. First, we implement GJR-GARCH over the GARCH model to estimate the...
