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Forecasting Realised Volatility: Implied and GARCH Volatility in Bitcoin, Gold, Oil Markets

Toshiko Matsui, William J. Knottenbelt. Forecasting Realised Volatility: Implied and GARCH Volatility in Bitcoin, Gold, Oil Markets. In Stefanos Leonardos, Elise Alfieri, William J. Knottenbelt, Panos M. Pardalos, editors, Mathematical Research for Blockchain Economy: 5th International Conference, MARBLE 2024, Malaga, Spain, July 9-11, 2024. Lecture Notes in Operations Research, pages 113-128, Springer, 2024. [doi]

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