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Expectile hidden Markov regression models for analyzing cryptocurrency returns

Published Online: 2024-01-13

Published Print: 2024-04

Authors

Foroni, Beatrice

Merlo, Luca

Petrella, Lea
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Text and Data Mining valid from 2024-01-13

Version of Record valid from 2024-01-13
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Article History

Received: 23 November 2022

Accepted: 19 December 2023

First Online: 13 January 2024

Declarations

:

: The authors declare no competing interests.

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