Cryptocurrency Investing Examined
In this work we examine the largest 100 cryptocurrency returns ranging from 2015 to early 2018. We concentrate our analysis on daily returns and find several interesting stylized facts. First, principal components analysis reveals a complex daily return generating process. As we exam...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
The British Blockchain Association
2019-05-01
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| Series: | The Journal of The British Blockchain Association |
| Subjects: | |
| Online Access: | https://jbba.scholasticahq.com/article/8720-cryptocurrency-investing-examined |