Determinants of cryptocurrency returns: A LASSO quantile regression approach
Cetin Ciner, Brian M. Lucey, Larisa Yarovaya
Topics & Concepts
Quantile regressionEconometricsQuantileCryptocurrencyLasso (programming language)EconomicsStock (firearms)BondRegressionStatisticsMathematicsComputer scienceFinanceEngineeringMechanical engineeringWorld Wide WebComputer securityBlockchain Technology Applications and SecurityFinancial Markets and Investment StrategiesMarket Dynamics and Volatility