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Do higher-order realized moments matter for cryptocurrency returns?

202033 citationsJournal Article

Authors

Walid M.A. Ahmed · Ain Shams University

Mustafa Al Mafrachi · Houston Community College System

Topics & Keywords

Blockchain Technology Applications and Security Financial Markets and Investment Strategies Market Dynamics and Volatility

Publication Details

Published in: International Review of Economics & Finance

Volume 72, pp. 483-499

DOI: 10.1016/j.iref.2020.12.009

Field-Weighted Citation Impact: 5.56

Do higher-order realized moments matter for cryptocurrency returns? | Researchclopedia