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Prediction accuracy improvement for Bitcoin market prices based on symmetric volatility information using artificial neural network approach

Prediction accuracy improvement for Bitcoin market prices based on symmetric volatility information using artificial neural network approach

Generally, information is the fundamental driver of assets pricing volatility in the financial market. This information can enter into the market either symmetrically or asymmetrically. The financial literature shows that Bitcoin market volatility is symmetrically informative and has a long memory t...

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Bibliographic Details
Main Authors: Othman, Anwar Hasan Abdullah, Kassim, Salina, Rosman, Romzie, Redzuan, Nur Harena
Format: Article
Language:English
English
Published: Springer Nature 2020
Subjects:
HB131 Methodology.Mathematical economics. Quantitative methods
HB221 Price
Online Access:http://irep.iium.edu.my/78301/
http://irep.iium.edu.my/78301/
http://irep.iium.edu.my/78301/
http://irep.iium.edu.my/78301/1/78301-Prediction%20accuracy%20improvement%20for%20Botcoin%20market%20prices...%20-%20scopus.pdf
http://irep.iium.edu.my/78301/2/78301-%20Prediction%20accuracy%20improvement%20for%20Bitcoin%20market%20prices.pdf
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http://irep.iium.edu.my/78301/
http://irep.iium.edu.my/78301/
http://irep.iium.edu.my/78301/
http://irep.iium.edu.my/78301/1/78301-Prediction%20accuracy%20improvement%20for%20Botcoin%20market%20prices...%20-%20scopus.pdf
http://irep.iium.edu.my/78301/2/78301-%20Prediction%20accuracy%20improvement%20for%20Bitcoin%20market%20prices.pdf

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