Orestis Vravosinos

New York University - Department of Economics

PhD student

19 West 4th Street

New York, NY 10003

United States

http://https://orestisvravosinos.netlify.com/

SCHOLARLY PAPERS

1

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16

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0

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Scholarly Papers (1)

1.

A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns

Number of pages: 15 Posted: 16 Jan 2020
Theodore Panagiotidis, Thanasis Stengos and Orestis Vravosinos
University of Macedonia - Department of Economics, University of Guelph - Department of Economics and New York University - Department of Economics
Downloads 16 (665,529)

Abstract:

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bitcoin; cryptocurrency; bubble; sparse regression; LASSO; PC-LASSO; principal component; flexible least squares