RePEcCrypto & DeFi
Forecasting Volatility in Crypto-Winter
The research expands the use of a volatility prediction framework using LSTM and rough volatility, demonstrating its superiority over traditional models in predicting cryptocurrency volatility.
Featured in No. 77 on 4 Dec 2024 · on release day
- Released
- 4 Dec 2024
- First featured
- No. 77 · 4 Dec 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 27
- Identifier
- RePEc:spr:digfin:v:6:y:2024:i:4:d:10.1007_s42521-024-00108-1
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).