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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2022
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| 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 |