Performance of the Realized-GARCH Model against Other GARCH Types in Predicting Cryptocurrency Volatility
Author:
Affiliation:
1. Institute of Mathematics and Computer Sciences, University of São Paulo, São Carlos 13566-590, Brazil
2. Department of Biosystems Engineering, University of São Paulo, Pirassununga 13635-900, Brazil
Abstract
Publisher
MDPI AG
Subject
Strategy and Management,Economics, Econometrics and Finance (miscellaneous),Accounting
Link
https://www.mdpi.com/2227-9091/11/12/211/pdf
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