Predicting Cryptocurrency Returns in a Time-Varying Volatility Context

Additional Metadata
Keywords	Cryptocurrencies; Bayesian stochastic volatility; Markov regime-switching
Thesis Advisor	Wang, W.
Persistent URL	hdl.handle.net/2105/60870
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Stolte, T. (2022, January 10). Predicting Cryptocurrency Returns in a Time-Varying Volatility Context. Econometrie. Retrieved from http://hdl.handle.net/2105/60870

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