半非参数广义自回归条件异方差模型在比特币波动率估计中的应用

HSE Economic Journal Pub Date : 2022-01-01 DOI:10.17323/1813-8691-2022-26-4-623-646

J. Trifonov, B. Potanin

引用次数: 0

摘要

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Semi-Nonparametric Generalized Autoregressive Conditional Heteroscedasticity Model with Application to Bitcoin Volatility Estimation

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

HSE Economic Journal Economics, Econometrics and Finance-Economics, Econometrics and Finance (all)

CiteScore

1.10

自引率

0.00%

发文量

期刊介绍： The HSE Economic Journal publishes refereed papers both in Russian and English. It has perceived better understanding of the market economy, the Russian one in particular, since being established in 1997. It disseminated new and diverse ideas on economic theory and practice, economic modeling, applied mathematical and statistical methods. Its Editorial Board and Council consist of prominent Russian and foreign researchers whose activity has fostered integration of the world scientific community. The target audience comprises researches, university professors and graduate students. Submitted papers should match JEL classification and can cover country specific or international economic issues, in various areas, such as micro- and macroeconomics, econometrics, economic policy, labor markets, social policy. Apart from supporting high quality economic research and academic discussion the Editorial Board sees its mission in searching for the new authors with original ideas. The journal follows international reviewing practices – at present submitted papers are subject to single blind review of two reviewers. The journal stands for meeting the highest standards of publication ethics.