Statistical and Deep Machine Learning Techniques to Forecast Cryptocurrency Volatility

Author:

Cebrián-Hernández Ángeles,Jiménez-Rodríguez Enrique,Tallón-Ballesteros Antonio J.ORCID

Publisher

Springer Nature Switzerland

Reference23 articles.

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2. Weber, B.: Bitcoin and the legitimacy crisis of money. Camb. J. Econ. 40, 17–41 (2015)

3. Neil, G., Halaburda, H.: Can we predict the winner in a market with network effects? Competition in cryptocurrency market. Games 7(3), 16 (2016)

4. Vassiliadis, S., Papadopoulos, P., Rangoussi, M., Konieczny, T., Gralewski, J.: Bitcoin value analysis based on cross-correlations. J. Internet Bank. Commerce S7(22) (2017)

5. Katsiampa, P.: Volatility estimation for Bitcoin: a comparison of GARCH models. Econ. Lett. 158, 3–6 (2017)

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