@article{forecastingcryptocurrencieslogreturnsa,
  title = {Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach},
  author = {Federico D'Amario and Milos Ciganovic},
  year = {2022},
  eprint = {2210.00883},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2210.00883v1},
}