Prediction accuracy improvement for Bitcoin market prices based on symmetric volatility information using artificial neural network approach
Generally, information is the fundamental driver of assets pricing volatility in the financial market. This information can enter into the market either symmetrically or asymmetrically. The financial literature shows that Bitcoin market volatility is symmetrically informative and has a long memory t...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English English |
| Published: |
Springer Nature
2020
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/78301/ http://irep.iium.edu.my/78301/ http://irep.iium.edu.my/78301/ http://irep.iium.edu.my/78301/1/78301-Prediction%20accuracy%20improvement%20for%20Botcoin%20market%20prices...%20-%20scopus.pdf http://irep.iium.edu.my/78301/2/78301-%20Prediction%20accuracy%20improvement%20for%20Bitcoin%20market%20prices.pdf |
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http://irep.iium.edu.my/78301/1/78301-Prediction%20accuracy%20improvement%20for%20Botcoin%20market%20prices...%20-%20scopus.pdf
http://irep.iium.edu.my/78301/2/78301-%20Prediction%20accuracy%20improvement%20for%20Bitcoin%20market%20prices.pdf