A principal component-guided sparse regression approach for the determination of bitcoin returns
Year of publication: |
2020
|
---|---|
Authors: | Panagiōtidēs, Theodōros ; Stengos, Thanasēs ; Vravosinos, Orestis |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 13.2020, 2/33, p. 1-10
|
Subject: | bitcoin | bubble | cryptocurrency | flexible least squares | LASSO | PC-LASSO | principal component | sparse regression | Regressionsanalyse | Regression analysis | Virtuelle Währung | Virtual currency | Schätztheorie | Estimation theory | Spekulationsblase | Bubbles |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm13020033 [DOI] hdl:10419/239110 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A principal component-guided sparse regression approach for the determination of bitcoin returns
Stengos, Thanasēs, (2020)
-
A principal component-guided sparse regression approach for the determination of bitcoin returns
Panagiōtidēs, Theodōros, (2020)
-
Crypto market dynamics in stressful conditions
Desagre, Christophe, (2023)
- More ...
-
A principal component-guided sparse regression approach for the determination of bitcoin returns
Panagiōtidēs, Theodōros, (2020)
-
On the determinants of bitcoin returns : a LASSO approach
Panagiōtidēs, Theodōros, (2018)
-
A principal component-guided sparse regression approach for the determination of bitcoin returns
Stengos, Thanasēs, (2020)
- More ...