Forecasting Cryptocurrency Volatility Using GARCH and ARCH Model.

Amadeo Christopher Kevin Deniswara Bambang Leo Handoko

Published in: ICEEG (2022)

Keyphrases

computational model
neural network
probability distribution
statistical model
formal model
prediction model
exchange rate
high level
video sequences
management system
theoretical framework
experimental data
network structure
neural network model
financial time series
garch model