Financial Return Distributions: Past, Present, and COVID-19

We analyze the price return distributions of currency exchange rates, cryptocurrencies, and contracts for differences (CFDs) representing stock indices, stock shares, and commodities. Based on recent data from the years 2017–2020, we model tails of the return distributions at different time scales b...

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Detalles Bibliográficos
Autores principales: Wątorek, Marcin, Kwapień, Jarosław, Drożdż, Stanisław
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8303836/
https://www.ncbi.nlm.nih.gov/pubmed/34356425
http://dx.doi.org/10.3390/e23070884

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8303836/
https://www.ncbi.nlm.nih.gov/pubmed/34356425
http://dx.doi.org/10.3390/e23070884

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