Table 1 Sample statistics of the 12 CCs’ log return considered
From: Robust estimation of time-dependent precision matrix with application to the cryptocurrency market
Median | Interq. range | Skewness | Exc. Kurtosis | Min | Max | |
|---|---|---|---|---|---|---|
BTC | 0.0025 | 0.0378 | 0.0254 | 1.9334 | − 0.4799 | 0.2275 |
ETH | 0.0016 | 0.0541 | 0.0959 | 1.5594 | − 0.5656 | 0.2579 |
XRP | − 0.0000 | 0.0119 | − 0.0342 | 4.9676 | − 0.2288 | 0.2596 |
LTC | − 0.0002 | 0.0563 | 0.0110 | 1.2862 | − 0.4543 | 0.4693 |
XLM | 0.0000 | 0.0053 | − 0.0413 | 6.7646 | − 0.1243 | 0.1917 |
XMR | 0.0022 | 0.0557 | 0.0013 | 1.5471 | − 0.5301 | 0.4241 |
DASH | 0.0001 | 0.0565 | 0.0061 | 1.7152 | − 0.4679 | 0.4523 |
ETC | 0.0003 | 0.0495 | 0.0395 | 2.0191 | − 0.4572 | 0.4971 |
XEM | − 0.0001 | 0.0047 | − 0.0306 | 8.4952 | − 0.1844 | 0.2659 |
ZEC | − 0.0013 | 0.0658 | 0.0772 | 0.9853 | − 0.5364 | 0.5295 |
DOGE | − 0.0000 | 0.0001 | − 0.0673 | 114.0190 | − 0.1033 | 0.1439 |
WAVES | 0.0004 | 0.0447 | 0.0500 | 2.4293 | − 0.3916 | 0.3377 |