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Published in 2022 at "Entropy"
DOI: 10.3390/e24111643
Abstract: The cryptocurrency market is understood as being more volatile than traditional asset classes. Therefore, modeling the volatility of cryptocurrencies is important for making investment decisions. However, large swings in the market might be normal for…
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Keywords:
observing cryptocurrencies;
anomaly scores;
volatility;
cryptocurrencies robust ... See more keywords