Predictability of Bitcoin returns
Jeremy Eng-Tuck Cheah, Di Luo, Zhuang Zhang and Ming-Chien Sung
| Year of publication: |
2022
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|---|---|
| Authors: | Cheah, Eng-Tuck ; Luo, Di ; Zhang, Zhuang ; Sung, Ming-Chien |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 28.2022, 1, p. 66-85
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| Subject: | Bitcoin | certainty equivalent return | forecasting | return predictability | time-series momentum | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection | Prognose | Forecast | Finanzanalyse | Financial analysis | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2020.1835685 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013373232