Does the realized distribution-based measure dominate particular moments? : evidence from cryptocurrency markets
Jen-Wei Yang, Shih-Yung Chiu, Kuang-Chieh Yen
| Year of publication: |
2023
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|---|---|
| Authors: | Yang, Jen-Wei ; Chiu, Shih-Yung ; Yen, Kuang-Chieh |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 51.2023, p. 1-9
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| Subject: | Bitcoin | Cryptocurrency | Realized kurtosis | Realized performance measure | Realized skewness | Realized variance | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Kapitaleinkommen | Capital income | Varianzanalyse | Analysis of variance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103396 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014287045