Time-varying higher moments in Bitcoin

Leonardo Ieracitano Vieira, Márcio Poletti LauriniFinTech区块链与去中心化金融Top Field

Digital Finance2022-12-23Universidade de São PauloDOI

Citations6

KurtosisCryptocurrencySkewnessEconometricsAutoregressive modelSeries (stratigraphy)Moment (physics)Value at riskScale (ratio)EconomicsMathematicsComputer science

Related Papers (8-Dimension Scoring)

Green FinTech: sustainability of Bitcoin

Esra Kabaklarlı · Digital Finance

Score: 65

Cryptocurrency volatility markets

Fabian Woebbeking · Digital Finance

Score: 65

Deep stochastic optimization in finance

A. Max Reppen, H. Meté Soner, Valentin Tissot‐Daguette · Digital Finance

Score: 65

On cointegration and cryptocurrency dynamics

Georg Keilbar, Yanfen Zhang · Digital Finance

Score: 65

What drives cryptocurrency returns? A sparse statistical jump model approach

Federico P. Cortese, Petter N. Kolm, Erik Lindström · Digital Finance

Score: 65

Cryptocurrency spillovers and correlations: inefficiency and co-movement

Dirk G. Baur, Lai T. Hoang · Digital Finance

Score: 65

Cryptocurrencies and stablecoins: a high-frequency analysis

Emilio Barucci, Giancarlo Giuffra Moncayo, Daniele Marazzina · Digital Finance

Score: 60

Programmable money: next-generation blockchain-based conditional payments

Ingo Weber, Mark Staples · Digital Finance

Score: 60