Jonas Meirer

affiliation not provided to SSRN

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Scholarly Papers (1)

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Predicting Value at Risk for Cryptocurrencies With Generalized Random Forests

Number of pages: 45 Posted: 04 Apr 2022 Last Revised: 24 Jun 2022
Karlsruhe Institute of Technology, affiliation not provided to SSRN and Karlsruhe Institute of Technology (KIT)
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Abstract:

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Generalized Random Forests, Value at Risk, Quantile Prediction, Backtesting, Cryptocurrencies, Conditional Predictive Ability