Regime-specific dynamics and informational efficiency in cryptomarkets : evidence from Gaussian mixture models
Fayssal Jamhamed, Franck Martin, Fabien Rondeau, Josue Thelissaint, Stephane Tuffery
| Year of publication: |
[2024]
|
|---|---|
| Authors: | Jamhamed, Fayssal ; Martin, Franck ; Rondeau, Fabien ; Thelissaint, Josue ; Tufféry, Stéphane |
| Publisher: |
[Rennes] : [Centre de recherche en économie et management] |
| Subject: | Cryptocurrency market | Efficient Market Hypothesis | Gaussian Mixture Modeling | Penalized Linear Regression | Market Prediction | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Informationseffizienz | Informational efficiency | Prognoseverfahren | Forecasting model | Virtuelle Währung | Virtual currency | Modellierung | Scientific modelling |
freely available
| Extent: | 1 Online-Ressource (circa 45 Seiten) Illustrationen |
|---|---|
| Series: | Working paper. - Caen [u.a.] : [Verlag nicht ermittelbar], ZDB-ID 2817173-1. - Vol. WP 2024, 13 (December 2024) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015191775