Good volatility, bad volatility, and the cross section of cryptocurrency returns
Year of publication: |
2023
|
---|---|
Authors: | Zhang, Zehua ; Zhao, Ran |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-14
|
Subject: | Cryptocurrency | Portfolio analyses | Realized volatility measures | Return predictability | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Welt | World | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
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