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Forecasting Bitcoin Volatility and Value-at-Risk Using Stacking Machine Learning Models With Intraday Data

Crossref DOI link: https://doi.org/10.1007/s10614-024-10713-2

Published Online: 2024-09-24

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Pourrezaee, Arash

Hajizadeh, Ehsan https://orcid.org/0000-0003-4141-2151
License Information

Text and Data Mining valid from 2024-09-24

Version of Record valid from 2024-09-24
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Article History

Accepted: 6 September 2024

First Online: 24 September 2024

Declarations

:

: The authors have no relevant financial or non-financial interests to disclose.