Cross-cryptocurrency return predictability
Year of publication: |
2024
|
---|---|
Authors: | Guo, Li ; Sang, Bo ; Tu, Jun ; Wang, Yu |
Published in: |
Journal of economic dynamics & control. - Amsterdam : North-Holland Publ. Co., ISSN 0165-1889, ZDB-ID 1460621-5. - Vol. 163.2024, Art.-No. 104863, p. 1-33
|
Subject: | Adaptive LASSO | Cryptocurrency | Information spillover | Return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Spillover-Effekt | Spillover effect | Virtuelle Währung | Virtual currency | Prognose | Forecast | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation |
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