Factor augmentation for cryptocurrency return forecasting
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Yeom, Yebin
(Department of Statistics, Sungkyunkwan University)
Han, Yoojin (Department of Economics, Sungkyunkwan University) Lee, Jaehyun (Department of Mathematics, Sungkyunkwan University) Park, Seryeong (Department of Statistics, Sungkyunkwan University) Lee, Jungwoo (Department of Statistics, Sungkyunkwan University) Baek, Changryong (Department of Statistics, Sungkyunkwan University) |
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