On the intraday return curves of Bitcoin: Predictability and trading opportunities
Elie Bouri, Chi Keung Marco Lau, Tareq Saeed, Shixuan Wang, Yuqian Zhao
Topics & Concepts
HeteroscedasticityPredictabilityEconometricsTrading strategyEconomicsAlgorithmic tradingProjection (relational algebra)Financial economicsComputer scienceMathematicsStatisticsAlgorithmBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityComplex Systems and Time Series Analysis