Work

The best of two worlds: Forecasting high frequency volatility for cryptocurrencies and traditional currencies with Support Vector Regression

Year: 2017

Type: article

Source: Expert Systems with Applications

DOI: 10.1016/j.eswa.2017.12.004

Authors: Yaohao Peng, Pedro Henrique Melo Albuquerque, Jader Martins Camboim de Sá, Ana Julia Akaishi Padula, Mariana Rosa Montenegro

Institution: Universidade de Brasília

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2771814524

FWCI: 34.86

Cites: 75

Cited by: 268

Related to: 10