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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.
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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