Performance of the realized-GARCH model against other GARCH types in predicting cryptocurrency volatility
Rhenan Gomes dos Santos Queiroz Sérgio Adriani David
Risks Basel v. 11, n. 12, p. 1-13, 2023
Basel 2023
Localização:
ICMC - Inst. Ciên. Mat. Computação
(PROD-3176888 )(Acessar)