Time-varying higher moments in Bitcoin

Cryptocurrencies represent a new and important class of investments but are associated with asymmetric distributions and extreme price changes. We use a modeling structure where higher-order moments (scale, skewness and kurtosis) are time-varying, and additionally we used nontraditional innovations...

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Detalles Bibliográficos
Autores principales: Vieira, Leonardo Ieracitano, Laurini, Márcio Poletti
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2022
Materias:
Original Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9780105/
https://www.ncbi.nlm.nih.gov/pubmed/36575661
http://dx.doi.org/10.1007/s42521-022-00072-8

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9780105/
https://www.ncbi.nlm.nih.gov/pubmed/36575661
http://dx.doi.org/10.1007/s42521-022-00072-8

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