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...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2025-06-01
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| coleção: | International Journal of Financial Studies |
| Assuntos: | |
| Acesso em linha: | https://www.mdpi.com/2227-7072/13/2/108 |
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