Coskewness and the short-term predictability for Bitcoin return
Yan Chen, Yakun Liu, Feipeng Zhang
| Year of publication: |
2024
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| Authors: | Chen, Yan ; Liu, Yakun ; Zhang, Feipeng |
| Published in: |
Technological forecasting and social change : an international journal. - Amsterdam [u.a.] : Elsevier Science, ISSN 0040-1625, ZDB-ID 2015184-6. - Vol. 200.2024, Art.-No. 123196, p. 1-12
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| Subject: | Bitcoin excess return | Coskewness | Economic significance | Predictive regression | Kapitaleinkommen | Capital income | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | CAPM | Theorie | Theory | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.techfore.2023.123196 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015121135