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Forecasting Cryptocurrencies
Giovanni Angelini
其他書名
A Comparison of GARCH Models
出版
SSRN
, 2018
URL
http://books.google.com.hk/books?id=Sn8BzwEACAAJ&hl=&source=gbs_api
註釋
In this paper we enhance the literature exploring the forecasting capability of six alternatives GARCH-type models to predict volatility of four of the most traded cryptocurrencies: Bitcoin, Ethereum, Ripple and Litecoin. The analysis is performed on daily data from 1st March 2016 to 28th February 2018.
