Are cryptos becoming alternative assets?

Author:

Pele Daniel Traian1ORCID,Wesselhöfft Niels2,Härdle Wolfgang Karl34567ORCID,Kolossiatis Michalis89,Yatracos Yannis G.10ORCID

Affiliation:

1. Department of Statistics and Econometrics, Faculty of Cybernetics, Statistics and Economic Informatics, The Bucharest University of Economic Studies, Bucharest, Romania

2. Humboldt-Universität zu Berlin, IRTG Berlin, Germany

3. Blockchain Research Center, Humboldt-Universität zu Berlin, Berlin, Germany

4. Wang Yanan Institute for Studies in Economics, Xiamen University, Xiamen, People's Republic of China

5. Sim Kee Boon Institute for Financial Economics, Singapore Management University, Singapore Singapore

6. Faculty of Mathematics and Physics, Charles University, Praha, Czech Republic

7. National Chiao Tung University, Hsinchu, Taiwan

8. Department of Mathematics and Statistics, University of Cyprus, Nicosia, Cyprus

9. Central Bank of Cyprus, Nicosia, Cyprus

10. Yau Mathematical Sciences Center, Tsinghua University, and Beijing Institute of Mathematical Sciences and Applications, Beijing, People's Republic of China

Funder

European Cooperation in Science and Technology

Deutsche Forschungsgemeinschaft's

Yushan Scholar Program of Taiwan

Czech Science Foundation's

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Reference69 articles.

1. A critical investigation of cryptocurrency data and analysis

2. Convergence in cryptocurrency prices? the role of market microstructure

3. Fractionally integrated generalized autoregressive conditional heteroskedasticity

4. Some stylized facts of the Bitcoin market

5. Bartholomew, D. J. 2011. Analysis of Multivariate Social Science Data, Chapman & Hall/CRC Statistics in the Social and Behavioral Sciences. 2nd ed. Boca Raton, FL: CRC Press.

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