"Cryptocurrency volatility forecasting using commonality in intraday ..."

Emmanuel Djanga, Mihai Cucuringu, Chao Zhang (2023)

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DOI: 10.1145/3604237.3626912

access: closed

type: Conference or Workshop Paper

metadata version: 2025-01-19

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Emmanuel Djanga, Mihai Cucuringu, Chao Zhang:
Cryptocurrency volatility forecasting using commonality in intraday volatility. ICAIF 2023: 436-444

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