Open AccessForecasting Bitcoin Volatility Using Two-Component CARR Model
Author(s) -
Xinyu Wu,
Niu Shenghao,
Haibin Xie
Publication year - 2020
Publication title -
economic computation and economic cybernetics studies and research
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.258
H-Index - 18
eISSN - 1842-3264
pISSN - 0424-267X
DOI - 10.24818/18423264/54.3.20.05
Subject(s) - carr , volatility (finance) , econometrics , component (thermodynamics) , computer science , economics , thermodynamics , physics , biology , ecology