Time-varying expected returns, conditional skewness and Bitcoin return predictability
David Atance, Gregorio Serna
| Year of publication: |
2024
|
|---|---|
| Authors: | Atance, David ; Serna, Gregorio |
| Subject: | Bitcoin return predictions | Conditional skewness | GARCHS models | Sample skewness | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Virtuelle Währung | Virtual currency | Statistische Verteilung | Statistical distribution | Kapitalmarktrendite | Capital market returns |
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