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GitHub / Engrima18 / Volatility_in_the_Cryptosphere

Bayesian analysis and forecasting of Bitcoin volatility and definition of GARCH and ARCH models through MCMC sampling.

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Engrima18%2FVolatility_in_the_Cryptosphere

Stars: 2
Forks: 0
Open Issues: 0

License: mit
Language: R
Repo Size: 9.73 MB
Dependencies: 0

Created: 10 months ago
Updated: 3 months ago
Last pushed: 8 months ago
Last synced: 28 days ago

Topics: bayesian-inference, jags, mcmc-sampler, timeseries-analysis, timeseries-forecasting

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