In-sample and out-of-sample predictability of cryptocurrency returns
Kyungjin Park, Hojin Lee
| Year of publication: |
2023
|
|---|---|
| Authors: | Park, Kyungjin ; Lee, Ho Jin |
| Published in: |
East Asian economic review. - Sejong-si : [KIEP, Korean Institute for International Economic Policy], ISSN 2508-1667, ZDB-ID 2862898-6. - Vol. 27.2023, 3, p. 213-242
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| Subject: | Cryptocurrency | In-Sample Predictability | Out-of-Sample Predictability | VKOSPI | Dollar Index | Prognoseverfahren | Forecasting model | Virtuelle Währung | Virtual currency | Prognose | Forecast | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.11644/KIEP.EAER.2023.27.3.423 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015182930