Loading...
Please wait, while we are loading the content...
Similar Documents
The Statistics of Bitcoin and Cryptocurrencies
| Content Provider | Semantic Scholar |
|---|---|
| Author | Osterrieder, Joerg |
| Copyright Year | 2016 |
| Abstract | We show the statistical properties of the most important cryptocurrencies, of which Bitcoin is the most prominent example. We characterize their exchange rates versus the US Dollar by fitting parametric distributions to them. It is shown that returns are clearly non-normal, with standard heavy-tailed distributions giving good descriptions of the data. The results are important for investment and risk management purposes. |
| File Format | PDF HTM / HTML |
| DOI | 10.2139/ssrn.2872158 |
| Alternate Webpage(s) | https://download.atlantis-press.com/article/25871978.pdf |
| Alternate Webpage(s) | https://digitalcollection.zhaw.ch/bitstream/11475/15966/2/2017_Osterrieder_The%20statistics%20of%20bitcoin%20and%20cryptocurrencies.pdf |
| Alternate Webpage(s) | https://doi.org/10.2139/ssrn.2872158 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |