A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes

By Alessio Brini, Jimmie Lenz

Published 2024-04-07

Everscope rating

1418

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: High-frequency volatility modeling. Problem types: Time Series Forecasting, Volatility Modeling.

arXiv:2404.04962 · Paper rankings

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