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Nov 15, 2024 - DataverseEconomics and finance
Fiszeder, Piotr; Pietrzyk Radosław, 2024, "Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies.", https://doi.org/10.18150/LH0KS7, RepOD, V2 |
Aug 21, 2024 - DataverseEconomics and finance
Fiszeder, Piotr; Pietrzyk, Radosław, 2024, "Identification of Bitcoin Volatility Drivers Using Statistical and Machine Learning Methods", https://doi.org/10.18150/SJHAHR, RepOD, V1 |