A novel heavy tail distribution of logarithmic returns of cryptocurrencies
Year of publication: |
2022
|
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Authors: | Quang Van Tran ; Kukal, Jaromir |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-8
|
Subject: | Cryptocurrencies | Generalized gamma distribution | Logarithmic returns | Parameter estimation | Regularization | Statistische Verteilung | Statistical distribution | Virtuelle Währung | Virtual currency | Schätzung | Estimation | Kapitaleinkommen | Capital income |
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