Work

Forecasting of BTC volatility: comparative study between parametric and nonparametric models

Year: 2019

Type: article

Source: Progress in Artificial Intelligence

DOI: 10.1007/s13748-019-00196-w

Authors: Rohaifa Khaldi, Abdellatif El Afia, Raddouane Chiheb

Institution: Mohammed V University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Centre National pour la Recherche Scientifique et Technique

Award: G6444471860

OpenAlex ID: W2953614733

FWCI: 3.331

Cites: 86

Cited by: 26

Related to: 10