From: Forecasting cryptocurrency returns and volume using search engines
Variable | Obs. | Mean | Std. Dev. | Min | Max |
---|---|---|---|---|---|
SGSV | 206 | 0.0009629 | 0.0178951 | − 0.0450743 | 0.0660625 |
LOG-RETURN | 206 | 0.0146631 | 0.1006309 | − 0.2662129 | 0.3470214 |
VLM | 206 | 0.132398 | 0.6336604 | −1.53094 | 1.709836 |