Mendes, Beatriz Vaz de Melo; Fluminense Carneiro, André - In: Journal of risk and financial management : JRFM 13 (2020) 9/192, pp. 1-21
After more than a decade of existence, crypto-currencies may now be considered an important class of assets presenting some unique appealing characteristics but also sharing some features with real financial assets. This paper provides a comprehensive statistical analysis of the six most...
