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

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