This study explores the stylized facts, volatility clustering, other highly irregular behaviour, and risk measures of … cryptocurrencies' returns. By analysing bitcoin, ripple, and ethereum daily data we establish evidence of strong dependencies among … analysed cryptocurrencies. This paper provides new insights about cryptocurrency behaviour and the main measures of risk and …

case, using a sample of seven cryptocurrencies and considered a period that encompassed the first real global shock in the …, the analyzed cryptocurrencies’ returns exhibited similar patterns of uncertainty and risk. Levels of uncertainty were …