"Implied-Volatility-Augmented GARCH Forecasting in Cryptocurrency and ..."

Toshiko Matsui, Charalampos Kleitsikas, William J. Knottenbelt (2025)

Details and statistics

DOI: 10.1109/ICBC64466.2025.11114710

access: closed

type: Conference or Workshop Paper

metadata version: 2025-08-30