코인 시장에서의 팩터 모형; Liu, Tsyvinski, and Wu (2022).

Liu, Y., Tsyvinski, A. and Wu, X., 2022. Common risk factors in cryptocurrency. The Journal of Finance, 77(2), pp.1133-1177. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3394671 Common Risk Factors in Cryptocurrency Download This Paper Open PDF in Browser Add Paper to My Library Common Risk Factors in Cryptocurrency NBER Working Paper No. w25882 48 Pages Posted: 28 May 2019 Last revised: 1 Apr 2022 Yukun Liu University of Rochester - Simon Business School Aleh Tsyvinski Yale University - ...

원문링크 : 코인 시장에서의 팩터 모형; Liu, Tsyvinski, and Wu (2022).