Exploring Model Uncertainty in Cryptocurrency Volatility Prediction: log-Transformation, Time-Zone Sampling, and Model Specification
QIU Yue, XIE Tian
Journal of System Science and Mathematical Science Chinese Series ›› 2024, Vol. 44 ›› Issue (3) : 824-843.
Exploring Model Uncertainty in Cryptocurrency Volatility Prediction: log-Transformation, Time-Zone Sampling, and Model Specification
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