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Mostafa et al., 2021 - Google Patents

GJR-GARCH volatility modeling under NIG and ANN for predicting top cryptocurrencies

Mostafa et al., 2021

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Document ID
10224819270493504340
Author
Mostafa F
Saha P
Islam M
Nguyen N
Publication year
Publication venue
Journal of Risk and Financial Management

External Links

Snippet

Cryptocurrencies are currently traded worldwide, with hundreds of different currencies in existence and even more on the way. This study implements some statistical and machine learning approaches for cryptocurrency investments. First, we implement GJR-GARCH over …
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