Drivers of the next-minute Bitcoin price using sparse regressions
Ikhlaas Gurrib, Firuz Kamalov and Olga Starkova, Elgilani Eltahir Elshareif and Davide Contu
| Year of publication: |
2024
|
|---|---|
| Authors: | Gurrib, Ikhlaas ; Kamalov, Firuz ; Starkova, Olga ; Elshareif, Elgilani Eltahir ; Contu, Davide |
| Published in: |
Studies in economics and finance. - Bingley : Emerald, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 41.2024, 2, p. 410-431
|
| Subject: | Bitcoin price prediction | Cross-market information | High frequency | Lasso | Ridge | Virtuelle Währung | Virtual currency | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Preis | Price | Börsenkurs | Share price | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SEF-04-2023-0182 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015049564