Keywords: High frequency
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Journal Articles
Studies in Economics and Finance (2024) 41 (2): 410–431.
Published: 13 October 2023
.... This study answers the following research questions: What is the best sparse regression model to predict the next-minute price of BTC? What are the key drivers of the BTC price in high-frequency trading? Design/methodology/approach Least absolute shrinkage and selection operator and Ridge regressions...

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