Predicting volatility of cryptocurrencies: Deep learning and GARCH family models
This paper examines the application of econometric models, deep learning architectures, and hybrid combinations of both methods for volatility forecasting in cryptocurrency markets. Using daily data on 10 major cryptocurrencies from 2020–2025, this work benchmarks GARCH-family models, deep learning...
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| Главные авторы: | , |
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| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
Modern Finance Institute
2026-03-01
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| Серии: | Modern Finance |
| Предметы: | |
| Online-ссылка: | https://mf-journal.com/article/view/370 |
| Метки: |
Нет меток, Требуется 1-ая метка записи!
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