Bitcoin Volatility Forecasting with a Glimpse into Buy and Sell Orders

@inproceedings{guo2018bitcoin,
  title = {Bitcoin Volatility Forecasting with a Glimpse into Buy and Sell Orders},
  author = {Tian Guo and Albert Bifet and Nino Antulov-Fantulin},
  year = {2018},
  booktitle = {IEEE Conference Proceedings},
  eprint = {1802.04065},
  archivePrefix = {arXiv},
  doi = {10.1109/ICDM.2018.00123},
  url = {https://arxiv.org/abs/1802.04065},
}