Predictability of Bitcoin returns

Jeremy Eng-Tuck Cheah, Di Luo, Zhuang Zhang and Ming-Chien Sung

Year of publication:	2022
Authors:	Cheah, Eng-Tuck ; Luo, Di ; Zhang, Zhuang ; Sung, Ming-Chien
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://ebvufind01.dmz1.zbw.eu/10013373232