Bitcoin Return Dynamics Volatility and Time Series Forecasting
Bitcoin and other cryptocurrency returns show higher volatility than equity, bond, and other asset classes. Increasingly, researchers rely on machine learning techniques to forecast returns, where different machine learning algorithms reduce the forecasting errors in a high-volatility regime. We sho...
| 发表在: | International Journal of Financial Studies |
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| Main Authors: | , |
| 格式: | 文件 |
| 语言: | 英语 |
| 出版: |
MDPI AG
2025-06-01
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| 主题: | |
| 在线阅读: | https://www.mdpi.com/2227-7072/13/2/108 |