Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Christian Hotz-Behofsits"'
Publikováno v:
Proceedings of the Annual Hawaii International Conference on System Sciences.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::664fbd2bca156f83bd6a8c997cb4dd9e
https://doi.org/10.24251/hicss.2022.412
https://doi.org/10.24251/hicss.2022.412
In this paper we forecast daily returns of crypto-currencies using a wide variety of different econometric models. To capture salient features commonly observed in financial time series like rapid changes in the conditional variance, non-normality of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c0578b6fdd7733c9684bc3d4cdc276c7
https://www.elsevier.com/about/open-science/open-access
https://www.elsevier.com/about/open-science/open-access
