Comparing Daily Volatility Proxies for Cryptocurrency Forecasting Under a Unified Intraday Construction Framework
This research study compares alternative daily cryptocurrency volatility targets constructed from a common Binance intraday source under a unified and quality-controlled data pipeline. The analysis considers both realized-return-based and range-based measures, including intraday realized variance, c...
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| Autors principals: | , , , , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI AG
2026-05-01
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| Col·lecció: | Mathematics |
| Matèries: | |
| Accés en línia: | https://www.mdpi.com/2227-7390/14/10/1728 |
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