What Drives Cryptocurrency Returns? A Sparse Statistical Jump Model Approach
Year of publication: |
2023
|
---|---|
Authors: | Cortese, Federico P. ; Kolm, Petter N. ; Lindstrom, Erik |
Publisher: |
[S.l.] : SSRN |
Subject: | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Statistische Methode | Statistical method | Volatilität | Volatility | Welt | World |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 19, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4330421 [DOI] |
Classification: | G10 - General Financial Markets. General ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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