Bitcoin Return Volatility Forecasting: A Comparative Study of GARCH Model and Machine Learning Model

Ze Shen, Qing Wan and David Leatham ()

No 290696, 2019 Annual Meeting, July 21-23, Atlanta, Georgia from Agricultural and Applied Economics Association

Keywords: Agribusiness (search for similar items in EconPapers)
Date: 2019-06-25
New Economics Papers: this item is included in nep-big, nep-cmp, nep-for and nep-pay
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea19:290696

DOI: 10.22004/ag.econ.290696

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