The dynamics of returns predictability in cryptocurrency markets
Daniele Bianchi, Massimo Guidolin and Manuela Pedio
| Year of publication: |
2023
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|---|---|
| Authors: | Bianchi, Daniele ; Guidolin, Massimo ; Pedio, Manuela |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 29.2023, 6, p. 583-611
|
| Subject: | Bitcoin | cryptocurrencies | dynamic model averaging | investments | returns predictability | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Welt | World | Dynamische Wirtschaftstheorie | Economic dynamics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2022.2084343 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014322544