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Growth and convergence : a profile of distribution dynamics and mobility

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A stochastic dominance approach to financial risk management strategies

Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; … - In: Journal of econometrics 187 (2015) 2, pp. 472-485

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Contrasting cryptocurrencies with other assets : full distributions and the COVID impact

Maasoumi, Esfandiar; Wu, Xi - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-15

We investigate any similarity and dependence based on the full distributions of cryptocurrency assets, stock indices and industry groups. We characterize full distributions with entropies to account for higher moments and non-Gaussianity of returns. Divergence and distance between distributions...

Persistent link: https://www.econbiz.de/10012628498