Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies
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DOI: 10.1177/21582440231151652
Abstract: After Bitcoin futures were introduced by the Chicago Mercantile Exchange in December 2017, their trading volume has stayed in an uptrend due to speculation, though the scale is still small compared to other traditional futures.… read more here.
Keywords: investment hedging; two step; bitcoin futures; bitcoin ... See more keywords