Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Elie Bouri, Christina Christou, Rangan Gupta
| Year of publication: |
2022
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|---|---|
| Authors: | Bouri, Elie ; Christou, Christina ; Gupta, Rangan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 49.2022, p. 1-6
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| Subject: | Cryptocurrencies | Factor model | Forecasting | Markov-switching | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Markov-Kette | Markov chain | Schätzung | Estimation | Welt | World | Wirtschaftsprognose | Economic forecast | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103193 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013479661