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Table 2 Summary statistics of the Bitcoin price (USD) and log-returns (%) for 1-min and 1-s intervals

From: Weighted-indexed semi-Markov model: calibration and application to financial modeling

 

1-min interval

1-s interval

Price

Log-returns

Price

Log-returns

Obs

524680

634172

Mean

47501

0.0000

38269

0.0000

Std

9321

0.1160

1361

0.0153

Min

28868

− 5.9738

34330

− 0.3996

25%

39395

− 0.0519

37639

− 0.0016

50%

47320

− 0.0001

38435

0.0000

75%

56074

0.0507

39040

0.0008

Max

69000

4.8604

44219

0.4718

Skewness

 

− 0.0266

 

0.3774

Kurtosis

 

84.6502

 

30.4025