Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak?
Zied Ftiti, Waël Louhichi, Hachmi Ben Ameur
Topics & Concepts
CryptocurrencyVolatility (finance)EconometricsAutoregressive modelCoronavirus disease 2019 (COVID-19)EconomicsRealized varianceJumpForward volatilityStochastic volatilityComputer scienceInfectious disease (medical specialty)MedicineComputer securityDiseasePathologyPhysicsQuantum mechanicsBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityFinancial Risk and Volatility Modeling