Jumps and Cojumps analyses of major and minor cryptocurrencies

This paper empirically examines jumps and cojumps of both major and minor cryptocurrencies. Understanding the nature of their jumps and cojumps plays an important role in risk management, asset allocation and pricing of derivatives. We find that all cryptocurrencies display significant jumps. Furthe...

Descripción completa

Detalles Bibliográficos
Autores principales: Phiromswad, Piyachart, Chatjuthamard, Pattanaporn, Treepongkaruna, Sirimon, Srivannaboon, Sabin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7857619/
https://www.ncbi.nlm.nih.gov/pubmed/33534824
http://dx.doi.org/10.1371/journal.pone.0245744

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7857619/
https://www.ncbi.nlm.nih.gov/pubmed/33534824
http://dx.doi.org/10.1371/journal.pone.0245744

Ejemplares similares