Financial Innovation

Table 1 Descriptive statistics for assets in Portfolio 1

From: Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach

	BTC	ETH	XRP	ADA	LINK	LTC	BCH	XLM	BNB	DOGE
Mean	0.117	0.148	0.083	0.23	0.275	0.041	− 0.068	0.116	0.341	0.3
Min	− 46.473	− 55.073	− 55.05	− 50.364	− 61.458	− 44.906	− 56.135	− 40.995	− 54.308	− 51.512
Max	22.512	23.474	60.689	86.154	48.062	38.932	42.081	55.918	52.922	151.633
SD	4.128	5.201	6.628	6.983	7.318	5.666	6.596	6.388	6.135	8.104
Kurtosis	12.284	10.319	15.911	24.111	6.993	8.826	10.298	10.268	14.149	84.791
Skewness	− 0.818	− 0.984	0.853	2.029	− 0.055	− 0.114	− 0.112	0.839	0.406	4.948
ACF	0.079	0.084	0.145	0.189	0.11	0.184	0.121	0.17	0.267	0.081

ACF: Autocorrelation Function; SD: Standard Deviation

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