
Prediction Performance of LSTM-based Economic Policy Uncertainty Index on Asset Prices: Traditional Asset vs Digital Asset
Author(s) -
Sun Woong Kim
Publication year - 2022
Publication title -
diji'teol keontencheu haghoe nonmunji/dijiteol kontencheu hakoe nonmunji
Language(s) - English
Resource type - Journals
eISSN - 2287-738X
pISSN - 1598-2009
DOI - 10.9728/dcs.2022.23.6.1105
Subject(s) - basis risk , asset (computer security) , index (typography) , digital asset management , capital asset pricing model , economics , econometrics , business , financial economics , computer science , monetary economics , market liquidity , computer security , investment strategy , world wide web