An expansion of the three-factor model for cryptocurrencies

Additional Metadata
Keywords	Cryptocurrency; factor model; stepwise selection; PCA; Lasso; GRS test
Thesis Advisor	Zwan, T van der
Persistent URL	hdl.handle.net/2105/63257
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	Verweij, L. (2022, September). An expansion of the three-factor model for cryptocurrencies. Econometrie. Retrieved from http://hdl.handle.net/2105/63257

Publication