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20082026
most citedBreak detection in the covariance structure of multivariate time series models

251 citations · 512 across the 26 of their papers we have counts for

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q-fin.ST2025

Bitcoin Forecasting with Classical Time Series Models on Prices and Volatility

Anmar Kareem, Alexander Aue

This paper evaluates the performance of classical time series models in forecasting Bitcoin prices, focusing on ARIMA, SARIMA, GARCH, and EGARCH. Daily price data from 2010 to 2020…