量化前沿速递：CTA[20240616]

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机器翻译，仅供参考！可使用微信自带翻译功能自行翻译 更多文献获取请关注公众号：量化前沿速递 获取 文献链接/翻译/pdf 请加入知识星球“ 量化前沿速递 ” 文献汇总 [1] Interconnected Markets 互联市场 来源:ARXIV_20240613 [2] HARd to Beat HARd要击败 来源:ARXIV_20240613 [3] Heterogeneous Beliefs Model of Stock Market Predictability 股票市场可预测性的异质信念模型 来源:ARXIV_20240613 [1] Interconnected Markets 标题:互联市场 作者:Wei Wang, Haibo Wang 来源:ARXIV_20240613 Abstract : This study uses data from the BRICS stock market index, cryptocurrencies, and investor sentiment indicators from January 6, 2015, to June 29, 2023. BRICS nations emerge as pivotal representatives of emerging economies. This study employs a time varying parameter vector autoregression model to unravel the intricate interdependence between traditional stock assets and the evolving landscape of cryptocurrencies. The ana ………………………………