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Using the minute-frequency data of the top 30 coins listed on Binance, which represent 86% of the total dollar trading volume of the cryptocurrency market, we document strong evidence of cross-cryptocurrency return predictability. The lagged returns of other cryptocurrencies serve as significant...
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Using the minute-frequency data on Binance, we find strong evidence of cross-cryptocurrency return predictability. The lagged returns of other cryptocurrencies serve as significant predictors of focal cryptocurrencies up to ten minutes, in line with slow information diffusion. The results are...
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Based on Bayesian model averaging (BMA), the suitability and characteristics of the BMA model for forecasting 2-m temperature in Xinjiang of China was analyzed by using the forecast results of the Desert Oasis Gobi Regional Analysis Forecast System (DOGRAFS) and Rapid-refresh Multiscale Analysis...
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