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.

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Journal of System Science and Mathematical Science Chinese Series ›› 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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