Crossmark

Forecasting of BTC volatility: comparative study between parametric and nonparametric models

Crossref DOI link: https://doi.org/10.1007/s13748-019-00196-w

Published Online: 2019-07-04

Published Print: 2019-12

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

Authors

Khaldi, Rohaifa https://orcid.org/0000-0001-6224-2206
El Afia, Abdellatif

Chiheb, Raddouane
Funding

Funding for this research was provided by:

CNRST (67UM52016)
License Information

Text and Data Mining valid from 2019-07-04

Version of Record valid from 2019-07-04
More Information

Article History

Received: 3 November 2018

Accepted: 26 June 2019

First Online: 4 July 2019