Title: Cryptocurrencies_base
Author: Kobus Paweł
Contact person: Fiszeder Piotr, email: piotr.fiszeder@umk.pl
The file contains data used and analysed in the paper:
Dudek, G., Fiszeder, P., Kobus, P., Orzeszko, W., 2024. Forecasting cryptocurrencies volatility using statistical and machine learning methods: A comparative study. Applied Soft Computing. 151, 111132.
doi: https://doi.org/10.1016/j.asoc.2023.111132
The data start from January 2, 2017 and end on December 31, 2021.
It includes prices and realized variances for: BTC/USD (Bitcoin), ETH/USD (Ethereum), LTC/USD (Litecoin), XMR/USD (Monero).
Keywords: cryptocurrencies, Bitcoin.
Language: English.
License: CC BY - Creative Commons Uznanie Autorstwa 4.0