Bitcoin Return Volatility Forecasting: A Comparative Study between GARCH and RNN
One of the notable features of bitcoin is its extreme volatility. The modeling and forecasting of bitcoin volatility are crucial for bitcoin investors’ decision-making analysis and risk management. However, most previous studies of bitcoin volatility were founded on econometric models. Research on b...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-07-01
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Series: | Journal of Risk and Financial Management |
Subjects: | |
Online Access: | https://www.mdpi.com/1911-8074/14/7/337 |