Forecasting the Volatility of the Cryptocurrency Market: A Comparison of GARCH-type Models and Machine Learning Algorithms

Akgün Ö. B., Gülay E.

International Statistics Days Conference: ISDC XII 2022, İzmir, Turkey, 13 - 16 October 2022, pp.28

  • Publication Type: Conference Paper / Summary Text
  • City: İzmir
  • Country: Turkey
  • Page Numbers: pp.28
  • Dokuz Eylül University Affiliated: Yes