A systematic approach to predicting NFT prices using time series forecasting and macroeconomic factors in digital assets
Non-fungible tokens (NFTs) have gained mainstream attention in the fintech community, but there is little research on their statistical properties. This study investigates the long-memory characteristics of NFT returns and volatility, focusing on their potential for predicting price movements. As NF...
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| Huvudupphov: | , , |
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| Materialtyp: | Artigo |
| Språk: | Inglês |
| Utgiven: |
Taylor & Francis Group
2025-12-01
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| Serie: | Cogent Economics & Finance |
| Ämnen: | |
| Länkar: | https://www.tandfonline.com/doi/10.1080/23322039.2025.2468387 |
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