Time-varying expected returns, conditional skewness and Bitcoin return predictability
David Atance, Gregorio Serna
| Year of publication: |
2024
|
|---|---|
| Authors: | Atance, David ; Serna, Gregorio |
| Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 96.2024, Art.-No. 101868, p. 1-7
|
| Subject: | Bitcoin return predictions | Conditional skewness | GARCHS models | Sample skewness | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Börsenkurs | Share price | Theorie | Theory | Statistische Verteilung | Statistical distribution | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2024.101868 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631563