Performance of the realized-GARCH model against other GARCH types in predicting cryptocurrency volatility (2023)
- Authors:
- USP affiliated authors: DAVID, SERGIO ADRIANI - FZEA ; QUEIROZ, RHENAN GOMES DOS SANTOS - ICMC
- Unidades: FZEA; ICMC
- DOI: 10.3390/risks11120211
- Subjects: PREVISÃO (ANÁLISE DE SÉRIES TEMPORAIS); GEOMETRIA E MODELAGEM COMPUTACIONAL; SIMULAÇÃO; DINHEIRO ELETRÔNICO
- Keywords: risk assets; Bitcoin; computer modeling; simulation
- Language: Inglês
- Imprenta:
- Source:
- Este periódico é de acesso aberto
- Este artigo é de acesso aberto
- URL de acesso aberto
- Cor do Acesso Aberto: gold
- Licença: cc-by
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ABNT
QUEIROZ, Rhenan Gomes dos Santos e DAVID, Sérgio Adriani. Performance of the realized-GARCH model against other GARCH types in predicting cryptocurrency volatility. Risks, v. 11, n. 12, p. 1-13, 2023Tradução . . Disponível em: https://doi.org/10.3390/risks11120211. Acesso em: 14 maio 2024. -
APA
Queiroz, R. G. dos S., & David, S. A. (2023). Performance of the realized-GARCH model against other GARCH types in predicting cryptocurrency volatility. Risks, 11( 12), 1-13. doi:10.3390/risks11120211 -
NLM
Queiroz RG dos S, David SA. Performance of the realized-GARCH model against other GARCH types in predicting cryptocurrency volatility [Internet]. Risks. 2023 ; 11( 12): 1-13.[citado 2024 maio 14 ] Available from: https://doi.org/10.3390/risks11120211 -
Vancouver
Queiroz RG dos S, David SA. Performance of the realized-GARCH model against other GARCH types in predicting cryptocurrency volatility [Internet]. Risks. 2023 ; 11( 12): 1-13.[citado 2024 maio 14 ] Available from: https://doi.org/10.3390/risks11120211 - O Brasil e a inovação global
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Informações sobre o DOI: 10.3390/risks11120211 (Fonte: oaDOI API)
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