Cross-cryptocurrency return predictability
Li Guo, Bo Sang, Jun Tu, Yu Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Guo, Li ; Sang, Bo ; Tu, Jun ; Wang, Yu |
| Published in: |
Journal of economic dynamics & control. - Amsterdam : North-Holland Publ. Co., ISSN 0165-1889, ZDB-ID 1460621-5. - Vol. 163.2024, Art.-No. 104863, p. 1-33
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| Subject: | Adaptive LASSO | Cryptocurrency | Information spillover | Return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | Kapitalmarktrendite | Capital market returns | Prognose | Forecast | Informationsverbreitung | Information dissemination |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2024.104863 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015050816