Modeling the cryptocurrency return distribution via Laplace scale mixtures

DOI10.1016/J.PHYSA.2020.125354OpenAlexW3091962903MaRDI QIDQ2165655

Antonio Punzo, Luca Bagnato

Publication date: 22 August 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2020.125354

zbMATH Keywords

heavy-tailed distributionsLaplace distributionscale mixtureeconophysicscryptocurrenciesinverse cubic power-law

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (3)

The exponential T-X family of distributions: properties and an application to insurance data ⋮ Model-based clustering using a new multivariate skew distribution ⋮ Alternative skew Laplace scale mixtures for modeling data exhibiting high-peaked and heavy-tailed traits

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