"The best of two worlds: Forecasting high frequency volatility for ..."

Yaohao Peng et al. (2018)

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DOI: 10.1016/J.ESWA.2017.12.004

access: closed

type: Journal Article

metadata version: 2023-08-21

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Yaohao Peng, Pedro Henrique Melo Albuquerque, Jáder Martins Camboim de Sá, Ana Julia Akaishi Padula, Mariana Rosa Montenegro:
The best of two worlds: Forecasting high frequency volatility for cryptocurrencies and traditional currencies with Support Vector Regression. Expert Syst. Appl. 97: 177-192 (2018)

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