One shape fits all? A comprehensive examination of cryptocurrency return distributions-Reference-Cited by-同舟云学术

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One shape fits all? A comprehensive examination of cryptocurrency return distributions

Published:2019-12-03 Issue:19 Volume:27 Page:1567-1573
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Szczygielski Jan Jakub¹²,Karathanasopoulos Andreas³,Zaremba Adam³⁴

Affiliation:

1. Department of Financial Management, University of Pretoria, Hatfield, Pretoria, South Africa

2. Newcastle Business School, Northumbria University, Newcastle upon Tyne, UK

3. Dubai Business School, University of Dubai, Academic City, Dubai, UAE

4. Department of Investment and Capital Markets, Institute of Finance, Poznań University of Economics and Business, Poznań, Poland

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/13504851.2019.1697420

Reference24 articles.

1. The Generalized Hyperbolic Skew Student's t-Distribution

2. A power log-Dagum distribution: estimation and applications

3. Some stylized facts of the Bitcoin market

4. A Statistical Analysis of Cryptocurrencies

5. Asymmetric and leptokurtic distribution for heteroscedastic asset returns: The SU-normal distribution

Cited by 19 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Exploring Calendar Anomalies and Volatility Dynamics in Cryptocurrencies: A Comparative Analysis of Day-of-the-Week Effects before and during the COVID-19 Pandemic;Journal of Risk and Financial Management;2024-08-12

2. Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets;Finance Research Letters;2024-03

3. Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants;International Review of Financial Analysis;2023-11

4. Model-based clustering using a new multivariate skew distribution;Advances in Data Analysis and Classification;2023-07-22

5. Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin;International Review of Financial Analysis;2023-07

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