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Framework based on multiplicative error and residual analys..:
Tapia, Sebastian
;
Kristjanpoller, Werner
Physica A: Statistical Mechanics and its Applications. 589 (2022) - p. 126613 , 2022
Link:
https://doi.org/10.1016/j.physa.2021.126613
RT Journal T1 <Title>Framework based on multiplicative error and residual analysis to forecast bitcoin intraday-volatility</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.physa.2021.126613&Exemplar=1&LAN=DE A1 Tapia, Sebastian A1 Kristjanpoller, Werner PB Elsevier BV YR 2022 SN 0378-4371 JF Physica A: Statistical Mechanics and its Applications VO 589 SP 126613 LK http://dx.doi.org/https://doi.org/10.1016/j.physa.2021.126613 DO https://doi.org/10.1016/j.physa.2021.126613 SF ELIB - SuUB Bremen
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