A principal component-guided sparse regression approach for the determination of bitcoin returns - Stengos, Thanasēs,Panagiōtidēs, Theodōros,Vravosinos, Orestis (Department of Economics and Finance, Gordon S. Lang School of Business and Economics, University of Guelph, 2020)
https://ideas.repec.org/p/gue/guelph/2020-01.html
Keywords: Graue Literatur; bitcoin; cryptocurrency; bubble; sparse regression; LASSO; PC-LASSO; principal component; flexible least squares