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Browsing Financial Management by Subject "Skewness"

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One shape fits all? A comprehensive examination of cryptocurrency return distributions

Szczygielski, Jan Jakub; Karathanasopoulos, Andreas; Zaremba, Adam (Routledge, 2020)

We perform the most comprehensive test of cryptocurrency return distributions to date. We fit 58 hypothetical distributions to 15 major cryptocurrencies to establish which of these best describes cryptocurrency returns. ...

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