Framework based on multiplicative error and residual analysis to forecast bitcoin intraday-volatility

Author:

Tapia Sebastian,Kristjanpoller WernerORCID

Funder

Universidad Técnica Federico Santa María

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference77 articles.

1. Bitcoin: A peer-to-peer electronic cash system;Nakamoto,2008

2. Bitcoin, gold and the dollar–A GARCH volatility analysis;Dyhrberg;Finance Res. Lett.,2016

3. The economics of bitcoin and similar private digital currencies;Dwyer;J. Finan. Stab.,2015

4. Bitcoin technical trading with artificial neural network;Masafumi;Physica A,2018

5. Can volume predict bitcoin returns and volatility? A quantiles-based approach;Balcilar;Econ. Model.,2017

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