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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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Gespeichert in:
Hauptverfasser: Sudip Giri, Dongping Du, Mario Beruvides
Format: Artigo
Sprache:Inglês
Veröffentlicht: Taylor & Francis Group 2025-12-01
Schriftenreihe:Cogent Economics & Finance
Schlagworte:
NFTs
time series
artificial intelligence
prediction
transformer
fintech
Online-Zugang:https://www.tandfonline.com/doi/10.1080/23322039.2025.2468387
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