Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models
Elie Bouri, Christina Christou, Rangan Gupta
Topics & Concepts
CryptocurrencyEconometricsEconomicsFactor analysisMarket capitalizationRandom walkBenchmark (surveying)CapitalizationFinancial economicsMathematicsStatisticsComputer scienceStock marketGeographyArchaeologyContext (archaeology)PhilosophyLinguisticsComputer securityGeodesyBlockchain Technology Applications and SecurityComplex Systems and Time Series AnalysisMarket Dynamics and Volatility