Higher moments, extreme returns, and cross-section of cryptocurrency returns
Yuecheng Jia, Yuzheng Liu, Shu Yan
| Year of publication: |
2021
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|---|---|
| Authors: | Jia, Yuecheng ; Liu, Yuzheng ; Yan, Shu |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 39.2021, p. 1-6
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| Subject: | Crash risk | Cryptocurrency | Extreme returns | Kurtosis | Lottery preference | Return | Skewness | Volatility | Volatilität | Kapitaleinkommen | Capital income | Virtuelle Währung | Virtual currency | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | Glücksspiel | Gambling | Schätzung | Estimation | Risikoprämie | Risk premium | Theorie | Theory | Risiko | Risk | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101536 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012804999