Forecasting Ethereum’s volatility: an expansive approach using HAR models and structural breaks
AbstractCryptocurrencies have become a popular investment option and the Ethereum has become a mainstream cryptocurrency because of the additional functionality that can be accomplished with the backing of the powerful Ethereum network compared to Bitcoin. The high volatility of Ethereum offers both...
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Taylor & Francis Group
2024-12-01
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| coleção: | Cogent Economics & Finance |
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| Acesso em linha: | https://www.tandfonline.com/doi/10.1080/23322039.2023.2300925 |
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