Cryptocurrency Investing Examined
In this work we examine the largest 100 cryptocurrency return series 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 return generating process. As we examine our data in...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
The British Blockchain Association
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| Series: | The Journal of The British Blockchain Association |
| Online Access: | http://jbba.scholasticahq.com/article/8720-cryptocurrency-investing-examined.pdf |