探索加密货币波动率预测中的模型不确定性问题:log转换、时区采样以及模型设定
邱越, 谢天
Exploring Model Uncertainty in Cryptocurrency Volatility Prediction: log-Transformation, Time-Zone Sampling, and Model Specification
QIU Yue, XIE Tian
系统科学与数学
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2024, (3): 824
-843
.
DOI: 10.12341/jssms23304
