Research

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2019

Köchling, Gerrit; Schmidtke, Philipp; Posch, Peter N

Volatility forecasting accuracy for Bitcoin Journal Article

Economics Letters, 2019.

Abstract | Links | BibTeX | Tags: Bitcoin, cryptocurrency, forecasting, volatility

2017

Paraskevopoulos, Timotheos; Posch, Peter N

A hybrid forecasting algorithm based on SVRs and Wavelets Decompositions Journal Article

Quantitative Finance and Economics, 2017.

Abstract | Links | BibTeX | Tags: forecasting, SVR, wavelet