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One shape fits all? A comprehensive examination of cryptocurrency return distributions
9 references·2 citing·46 second hop
One shape fits all? A comprehensive examination of cryptocurrency return distributions (2019)One shape fits all? A comprehensive exami…Journal of Applied Mathematics (2022)Journal of Applied MathematicsSome stylized facts of the cryptocurrency market (2018)Some stylized facts of the cr…Some stylized facts of the Bitcoin market (2017)Some stylized facts of the Bi…A Statistical Analysis of Cryptocurrencies (2017)A Statistical Analysis of Cry…A new look at Cryptocurrencies (2017)A new look at CryptocurrenciesStatistical Analysis of the Exchange Rate of Bitcoin (2015)Statistical Analysis of the E…Asymmetric and leptokurtic distribution for heteroscedastic asset returns: The SU-normal distribution (2007)Asymmetric and leptokurtic di…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…Vulnerability-CoVaR: investigating the crypto-market (2022)Vulnerability-CoVaR: investig…Exploring the dependencies among main cryptocurrency log‐returns: A hidden Markov model (2021)Exploring the dependencies am…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Asymmetric Volatility in Equity Markets Around the World (2018)Stock market oscillations during the corona crash: The role of fear and uncertainty (2020)Stock market volatility forecasting: Do we need high-frequency data? (2021)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Neural networks in finance : gaining predictive edge in the market (2005)Virtual currency, tangible return: Portfolio diversification with bitcoin (2015)What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015)Portfolio diversification across cryptocurrencies (2018)Common Risk Factors in the Returns on Cryptocurrencies (2019)The adaptive market hypothesis in the high frequency cryptocurrency market (2019)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Dividend yields and expected stock returns (1988)Time-varying long-term memory in Bitcoin market (2017)Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position (2019)Multiscale characteristics of the emerging global cryptocurrency market (2020)Fractional Differencing (1981)Modelling Financial Time Series (2007)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Regime changes in Bitcoin GARCH volatility dynamics (2018)Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios (2019)Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis (2019)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Empirical properties of asset returns: stylized facts and statistical issues (2001)Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective (2019)Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying (2020)Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods (2023)Techniques for Verifying the Accuracy of Risk Measurement Models (1995)Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (1978)Asset pricing and the bid-ask spread (1986)The Components of the Bid-Ask Spread: A General Approach (1997)Statistical properties and multifractality of Bitcoin (2018)The effects of markets, uncertainty and search intensity on bitcoin returns (2018)Policy uncertainty and Bitcoin returns (2020)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)MULTIPLE CRITERIA DECISION-MAKING TECHNIQUES IN TRANSPORTATION SYSTEMS: A SYSTEMATIC REVIEW OF THE STATE OF THE ART LITERATURE (2015)A Comprehensive Literature Review of 50 Years of Fuzzy Set Theory (2016)Interval-valued intuitionistic hesitant fuzzy entropy based VIKOR method for industrial robots selection (2018)
this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 2022Journal of Applied Mathematics742 cited
  • 2017Some stylized facts of the Bitcoin market449 cited
  • 2017A new look at Cryptocurrencies344 cited
  • 2017A Statistical Analysis of Cryptocurrencies197 cited
  • 2018Some stylized facts of the cryptocurrency market187 cited
  • 2015Statistical Analysis of the Exchange Rate of Bitcoin175 cited
  • 2007Asymmetric and leptokurtic distribution for heteroscedastic asset returns: The SU-normal distribution78 cited

Cited by

  • 2022Vulnerability-CoVaR: investigating the crypto-market21 cited
  • 2021Exploring the dependencies among main cryptocurrency log‐returns: A hidden Markov model21 cited

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