Exploring Model Uncertainty in Cryptocurrency Volatility Prediction: log-Transformation, Time-Zone Sampling, and Model Specification

QIU Yue, XIE Tian

Journal of Systems Science and Mathematical Sciences ›› 2024, Vol. 44 ›› Issue (3) : 824-843.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2024, Vol. 44 ›› Issue (3) : 824-843. DOI: 10.12341/jssms23304

Exploring Model Uncertainty in Cryptocurrency Volatility Prediction: log-Transformation, Time-Zone Sampling, and Model Specification

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of System Science and Mathematical Science Chinese Series, 2024, 44(3): 824-843 https://doi.org/10.12341/jssms23304

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