Observing Cryptocurrencies through Robust Anomaly Scores
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 cryptocurrencies due to their inherent volatilit...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-11-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/24/11/1643 |