RePEcCrypto & DeFi
Comparing Cryptocurrency and Stock Market Volatility Forecasts
The article finds that HAR models are more accurate than GARÑH models in predicting the volatility of Bitcoin and E-mini S&P 500 futures.
Featured in No. 16 on 21 Sep 2023 · on release day
- Released
- 21 Sep 2023
- First featured
- No. 16 · 21 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 26
- Identifier
- RePEc:hig:ecohse:2023:1:3
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).