Forecasting the oil, gold, equity, and Bitcoin markets using robust multivariate range-based GARCH models

Name: Forecasting the oil, gold, equity, and Bitcoin markets using robust multivariate range-based GARCH models
Creator: Economics and finance
Published: 2026-08-16T14:22:40+08:00

RepOD Repository for Open Data2026-08-16 更新2026-07-23 收录

金融波动率预测

多资产市场预测

数据链接：

https://repod.icm.edu.pl/dataset.xhtml?persistentId=doi:10.18150/AN5NET 数据链接链接失效反馈

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资源简介：

Fiszeder, Piotr; Pietrzyk, Radosław, 2025, "Forecasting the oil, gold, equity, and Bitcoin markets using robust multivariate range-based GARCH models", https://doi.org/10.18150/AN5NET, RepOD, V2

提供机构：

Economics and finance

创建时间：

2026-08-16

Forecasting the oil, gold, equity, and Bitcoin markets using robust multivariate range-based GARCH models

资源简介：

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