Forecasting Bitcoin Volatility Using Hybrid GARCH Models with Machine Learning
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- Malvina Marchese & María Dolores Martínez-Miranda & Jens Perch Nielsen & Michael Scholz, 2024. "Robustifying and simplifying high-dimensional regression with applications to yearly stock return and telematics data," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-16, December.
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Keywords
volatility; Bitcoin; machine learning; GARCH; recurrent neural networks;All these keywords.
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