An empirical study of market risk factors for Bitcoin

By Shubham Singh

Published 2024-03-17

Everscope rating

1580.3

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Fama-French Three-Factor Model. Problem types: Regression, Time Series Analysis.

arXiv:2406.19401 · Paper rankings

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