A Statistical Analysis of Cryptocurrencies
Download full text from publisher
References listed on IDEAS
- Gabriel Bruneau & Kevin Moran, 2017.
"Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries,"
Canadian Journal of Economics,
Canadian Economics Association, vol. 50(1), pages 72-93, February.
- Gabriel Bruneau & Kevin Moran, 2012. "Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries," CIRANO Working Papers 2012s-19, CIRANO.
- Gabriel Bruneau & Kevin Moran, 2015. "Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries," Staff Working Papers 15-45, Bank of Canada.
- Gabriel Bruneau & Kevin Moran, 2012. "Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries," Cahiers de recherche 1227, CIRPEE.
- Zhiguo He & Arvind Krishnamurthy, 2012.
"A macroeconomic framework for quantifying systemic risk,"
Working Paper Research
233, National Bank of Belgium.
- He, Zhiguo & Krishnamurthy, Arvind, 2015. "A Macroeconomic Framework for Quantifying Systemic Risk," Research Papers 3277, Stanford University, Graduate School of Business.
- Zhiguo He & Arvind Krishnamurthy, 2014. "A Macroeconomic Framework for Quantifying Systemic Risk," NBER Working Papers 19885, National Bureau of Economic Research, Inc.
- Zhiguo He, 2013. "A Macroeconomic Framework for Quantifying Systemic Risk," 2013 Meeting Papers 58, Society for Economic Dynamics.
- Canan G. Corlu & Alper Corlu, 2015. "Modelling exchange rate returns: which flexible distribution to use?," Quantitative Finance, Taylor & Francis Journals, vol. 15(11), pages 1851-1864, November.
- Fabio Parlapiano & Vitali Alexeev & Mardi Dungey, 2017.
"Exchange rate risk exposure and the value of European firms,"
The European Journal of Finance,
Taylor & Francis Journals, vol. 23(2), pages 111-129, January.
- Parlapiano, Fabio & Alexeev, Vitali, 2012. "Exchange Rate Risk Exposure and the Value of European Firms," Working Papers 2012-09, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Nov 2012.
- Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015.
"Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins,"
ULB -- Universite Libre de Bruxelles, vol. 16(6), pages 365-373.
- Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2013. "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin," Working Papers CEB 13-031, ULB -- Universite Libre de Bruxelles.
- Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015. "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins," ULB Institutional Repository 2013/226296, ULB -- Universite Libre de Bruxelles.
- Zhu, Dongming & Galbraith, John W., 2010.
"A generalized asymmetric Student-t distribution with application to financial econometrics,"
Journal of Econometrics,
Elsevier, vol. 157(2), pages 297-305, August.
- Dongming Zhu & John Galbraith, 2009. "A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics," CIRANO Working Papers 2009s-13, CIRANO.
- John Galbraith & Dongming Zhu, 2009. "A Generalized Asymmetric Student-T Distribution With Application To Financial Econometrics," Departmental Working Papers 2009-02, McGill University, Department of Economics.
- Hamparsum Bozdogan, 1987. "Model selection and Akaike's Information Criterion (AIC): The general theory and its analytical extensions," Psychometrika, Springer;The Psychometric Society, vol. 52(3), pages 345-370, September.
- Adelchi Azzalini & Antonella Capitanio, 2003. "Distributions generated by perturbation of symmetry with emphasis on a multivariate skew "t"-distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 367-389.
- repec:taf:apeclt:v:24:y:2017:i:7:p:506-509 is not listed on IDEAS
- Linden, Mikael, 2001. "A Model for Stock Return Distribution," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(2), pages 159-169, April.
- repec:taf:glecrv:v:46:y:2017:i:1:p:65-79 is not listed on IDEAS
- Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-1294, September.
- McDonald, James B. & Newey, Whitney K., 1988. "Partially Adaptive Estimation of Regression Models via the Generalized T Distribution," Econometric Theory, Cambridge University Press, vol. 4(03), pages 428-457, December.
- Harald Kinateder, 2015. "What drives tail risk in aggregate European equity markets?," Journal of Risk Finance, Emerald Group Publishing, vol. 16(4), pages 395-406, August.
- Saralees Nadarajah & Emmanuel Afuecheta & Stephen Chan, 2015. "A note on "Modelling exchange rate returns: which flexible distribution to use?"," Quantitative Finance, Taylor & Francis Journals, vol. 15(11), pages 1777-1785, November.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:eee:phsmap:v:505:y:2018:i:c:p:1069-1074 is not listed on IDEAS
- Marian Gidea & Daniel Goldsmith & Yuri Katz & Pablo Roldan & Yonah Shmalo, 2018. "Topological recognition of critical transitions in time series of cryptocurrencies," Papers 1809.00695, arXiv.org.
More about this item
Keywordsexchange rate; distributions; blockchain; Bitcoin;
- C - Mathematical and Quantitative Methods
- E - Macroeconomics and Monetary Economics
- F2 - International Economics - - International Factor Movements and International Business
- F3 - International Economics - - International Finance
- G - Financial Economics
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:12-:d:100126. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (XML Conversion Team). General contact details of provider: https://www.mdpi.com/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.