Blar i UiS Brage på forfatter "Bergsli, Lykke Øverland"
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Forecasting volatility of Bitcoin
Bergsli, Lykke Øverland; Lind, Andrea Falk; Molnar, Peter; Polasik, Michal (Peer reviewed; Journal article, 2021-01)Since Bitcoin price is highly volatile, forecasting its volatility is crucial for many applications, such as risk management or hedging. We study which model is the most suitable for forecasting Bitcoin volatility. We ...