Predictability of cryptocurrency returns: evidence from robust tests

Siyun He, Rustam Ibragimov

Open source

DOI: 10.1515/demo-2022-0111
Published: 2022-01-01
Container: Dependence Modeling
Publisher: Walter de Gruyter GmbH
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1515/demo-2022-0111,
  title = {Predictability of cryptocurrency returns: evidence from robust tests},
  author = {Siyun He and Rustam Ibragimov},
  year = {2022},
  journal = {Dependence Modeling},
  doi = {10.1515/demo-2022-0111},
  url = {https://doi.org/10.1515/demo-2022-0111}
}

RIS

TY  - JOUR
TI  - Predictability of cryptocurrency returns: evidence from robust tests
AU  - Siyun He
AU  - Rustam Ibragimov
PY  - 2022
JO  - Dependence Modeling
DO  - 10.1515/demo-2022-0111
UR  - https://doi.org/10.1515/demo-2022-0111
ER  -

APA

He, S., & Ibragimov, R. (2022). Predictability of cryptocurrency returns: evidence from robust tests. Dependence Modeling. https://doi.org/10.1515/demo-2022-0111

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crossref · retrieved 2026-09-25T18:36:35.496Z