@article{6665f285be265147d9b62f2e, title={Time-varying expected returns, conditional skewness and Bitcoin return predictability}, volume={96}, ISSN={1062-9769}, DOI={10.1016/J.QREF.2024.101868}, journal={Quarterly Review of Economics and Finance}, publisher={Elsevier B.V.}, author={Atance, David and Serna, Gregorio}, year={2024}, keywords={Bitcoin return predictions ; Conditional skewness ; GARCHS models ; Sample skewness} }