Cryptocurrencies_base

Title: Cryptocurrencies_baseAuthor: Kobus PawełContact person: Fiszeder Piotr, email: [e-mail] file contains data used and analysed in the paper:Dudek, G., Fiszeder, P., Kobus, P., Orzeszko, W., 2024. Forecasting cryptocurrencies volatility using statistical and machine learning methods: A comparative study. Applied Soft Computing. 151, 111132.doi: https://doi.org/10.1016/j.asoc.2023.111132The data start from January 2, 2017 and end on December 31, 2021.It includes prices and realized variances for: BTC/USD (Bitcoin), ETH/USD (Ethereum), LTC/USD (Litecoin), XMR/USD (Monero).Keywords: cryptocurrencies, Bitcoin.Language: English.License: CC BY - Creative Commons Uznanie Autorstwa 4.0