The dynamics of returns predictability in cryptocurrency markets
Year of publication: |
2023
|
---|---|
Authors: | Bianchi, Daniele ; Guidolin, Massimo ; Pedio, Manuela |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 29.2023, 6, p. 583-611
|
Subject: | Bitcoin | cryptocurrencies | dynamic model averaging | investments | returns predictability | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns |
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