Do higher-order realized moments matter for cryptocurrency returns?
Year of publication: |
2021
|
---|---|
Authors: | Ahmed, Walid M. A. ; Al Mafrachi, Mustafa |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 72.2021, p. 483-499
|
Subject: | Predictability | Cryptocurrency markets | Hyper-kurtosis | Hyper-skewness | Intraday data | Realized higher moments | Kapitaleinkommen | Capital income | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Momentenmethode | Method of moments | Volatilität | Volatility |
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