Non parametric estimation of the volatility of cryptocurrencies using high frequency data

• Main Author: Τάντουλα, Μαρία
• Other Authors: Tantoula, Maria
• Language: English
• Published: 2022
• Subjects: Bitcoin; Volatility forecasting; Machine learning; Cryptocurrencies; Κρυπτονομίσματα; Μεταβλητότητα; Μηχανική μάθηση

In recent years, the cryptocurrency market has gained increased interest among investors, academics, policy makers and regulators all over the world, aiming to understand the unique characteristics and dynamics of cryptocurrencies price formation. The highly volatile nature and jump behavior in cryp...