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Pricing cryptocurrency options with machine learning regression for handling market volatility. (2024). Lenz, Jimmie ; Brini, Alessio.
In: Economic Modelling.
RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001081.

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  1. Predicting cryptocurrency volatility: The power of model clustering. (2025). Qu, Shaoguang ; Qiu, Yue ; Xie, Tian ; Shi, Zhentao.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003432.

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  2. Pricing options on the cryptocurrency futures contracts. (2025). Ko, Julia.
    In: Papers.
    RePEc:arx:papers:2506.14614.

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  3. Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x.

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  45. An empirical investigation of volatility dynamics in the cryptocurrency market. (2019). Katsiampa, Paraskevi.
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