Linearity extensions of the market model: a case of the top 10 cryptocurrency prices during the pre-COVID-19 and COVID-19 periods
Abstract This research investigates the appropriateness of the linear specification of the market model for modeling and forecasting the cryptocurrency prices during the pre-COVID-19 and COVID-19 periods. Two extensions are offered to compare the performance of the linear specification of the market...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2021-05-01
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| Series: | Financial Innovation |
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| Online Access: | https://doi.org/10.1186/s40854-021-00247-z |