Cryptocurrency policy uncertainty and gold return forecasting : a dynamic Occam's window approach
Year of publication: |
2022
|
---|---|
Authors: | Shang, Yue ; Wei, Yu ; Chen, Yongfei |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 50.2022, p. 1-9
|
Subject: | Dynamic model averaging | Cryptocurrency uncertainty | Dynamic Occam's window | Gold return forecast | Prognoseverfahren | Forecasting model | Gold | Theorie | Theory | Kapitaleinkommen | Capital income | Virtuelle Währung | Virtual currency | Prognose | Forecast | Welt | World | Volatilität | Volatility |
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