Lévy processes on the cryptocurrency market
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References listed on IDEAS
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More about this item
Keywords
cryptocurrency market; distribution fitting; Generalized Hyperbolic distribution; Alpha-Stable distribution; Lévy process;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-PAY-2019-09-02 (Payment Systems and Financial Technology)
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