A Comprehensive Statistical Analysis of the Six Major Crypto-Currencies from August 2015 through June 2020

After more than a decade of existence, crypto-currencies may now be considered an important class of assets presenting some unique appealing characteristics but also sharing some features with real financial assets. This paper provides a comprehensive statistical analysis of the six most important c...

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Bibliographic Details
Main Authors: Beatriz Vaz de Melo Mendes, André Fluminense Carneiro
Format: Article
Language:English
Published: MDPI AG 2020-08-01
Series:Journal of Risk and Financial Management
Subjects:
EVT
Online Access:https://www.mdpi.com/1911-8074/13/9/192

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