Image de couverture de livre

Comparing Bitcoin and Ethereum tail behavior via Q-Q analysis of cryptocurrency returns

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Nzokem, A. H.
Format:	Preprint
Publié:	2025
Sujets:	Statistical Finance Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Fitting the seven-parameter Generalized Tempered Stable distribution to the financial data
par: Nzokem, Aubain, et autres
Publié: (2024)

Bitcoin versus S&P 500 Index: Return and Risk Analysis
par: Nzokem, A. H.
Publié: (2023)

Detrended cross-correlations and their random matrix limit: an example from the cryptocurrency market
par: Drożdż, Stanisław, et autres
Publié: (2025)

Filtering amplitude dependence of correlation dynamics in complex systems: application to the cryptocurrency market
par: Wątorek, Marcin, et autres
Publié: (2025)

Comparative analysis of stationarity for Bitcoin and the S&P500
par: Tang, Yaoyue, et autres
Publié: (2024)

Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets
par: Takaishi, Tetsuya
Publié: (2025)

The local Gaussian correlation networks among return tails in the Chinese stock market
par: Liu, Peng
Publié: (2025)

Complex network analysis of cryptocurrency market during crashes
par: Mukhia, Kundan, et autres
Publié: (2024)

Dissecting Multifractal detrended cross-correlation analysis
par: Stosic, Borko, et autres
Publié: (2024)

Short-time expansion of characteristic functions in a rough volatility setting with applications
par: Chong, Carsten H., et autres
Publié: (2022)

Currents Beneath Stability: A Stochastic Framework for Exchange Rate Instability Using Kramers Moyal Expansion
par: Maghsoodlo, Yazdan Babazadeh, et autres
Publié: (2025)

Prediction of Cryptocurrency Prices through a Path Dependent Monte Carlo Simulation
par: Singh, Ayush, et autres
Publié: (2024)

Path weighting sensitivities
par: Xuan, Liu, et autres
Publié: (2024)

Systemic Risk and Default Cascades in Global Equity Markets: A Network and Tail-Risk Approach Based on the Gai Kapadia Framework
par: Pereda, Ana Isabel Castillo
Publié: (2026)

When Frictions are Fractional: Rough Noise in High-Frequency Data
par: Chong, Carsten H., et autres
Publié: (2021)

The leverage effect and other stylized facts displayed by Bitcoin returns
par: Filho, F. N. M. de Sousa, et autres
Publié: (2020)

Signature-based validation of real-world economic scenarios
par: Andrès, Hervé, et autres
Publié: (2022)

From sectorial coarse graining to extreme coarse graining of S&P 500 correlation matrices
par: Vyas, Manan, et autres
Publié: (2025)

Entropy corrected geometric Brownian motion
par: Gupta, Rishabh, et autres
Publié: (2024)

Analysing Models for Volatility Clustering with Subordinated Processes: VGSA and Beyond
par: Barick, Sourojyoti, et autres
Publié: (2025)

Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses
par: Masoudi, Oday, et autres
Publié: (2025)

Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data
par: de Moraes, Luan M. T., et autres
Publié: (2025)

Identification of phase correlations in Financial Stock Market Turbulence
par: Sharma, Kiran, et autres
Publié: (2025)

Model-based and empirical analyses of stochastic fluctuations in economy and finance
par: Zadourian, Rubina
Publié: (2024)

Memory Effects, Multiple Time Scales and Local Stability in Langevin Models of the S&P500 Market Correlation
par: Wand, Tobias, et autres
Publié: (2023)

Comparative Study of Bitcoin Price Prediction
par: Mohammadjafari, Ali
Publié: (2024)

Dynamic Asset Pricing Theory for Life Contingent Risks
par: Ling, Patrick
Publié: (2025)

On Bitcoin Price Prediction
par: Bournassenko, Grégory
Publié: (2025)

Multiple-bubble testing in the cryptocurrency market: a case study of bitcoin
par: Behzadi, Sanaz, et autres
Publié: (2023)

Target search optimization by threshold resetting
par: Biswas, Arup, et autres
Publié: (2025)

Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition
par: Wand, Tobias, et autres
Publié: (2024)

Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm
par: Martínez-Ramos, M. Mijaíl, et autres
Publié: (2024)

Optimal threshold resetting in collective diffusive search
par: Biswas, Arup, et autres
Publié: (2026)

Kullback-Leibler cluster entropy to quantify volatility correlation and risk diversity
par: Ponta, L., et autres
Publié: (2024)

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices
par: Attal, Elie, et autres
Publié: (2025)

Asymptotic universal moment matching properties of normal distributions
par: Liu, Xuan
Publié: (2025)

Finding good bets in the lottery, and why you shouldn't take them
par: Abrams, Aaron, et autres
Publié: (2025)

Almost sure null bankruptcy of testing-by-betting strategies
par: Wang, Hongjian, et autres
Publié: (2026)

Interlacing Eigenvectors of Large Gaussian Matrices
par: Attal, Elie, et autres
Publié: (2024)

Gordon Growth Model with Vector Autoregressive Process
par: Gankhuu, Battulga
Publié: (2024)