Descriptive statistics
| Variables | Mean | Standard deviation | Min | Max | Skewness | Kurtosis | Jarque–Bera |
|---|---|---|---|---|---|---|---|
| BITCOIN:BTC | 0.226 | 4.833 | −49.728 | 20.078 | −2.508 | 29.161 | 19345 |
| Dash | −0.039 | 6.520 | −50.029 | 56.488 | 0.600 | 22.655 | 5028.9 |
| ETHEREUM:ETH | 0.169 | 5.823 | −57.987 | 21.063 | −2.414 | 25.229 | 2143.5 |
| MONERO:XMR | 0.090 | 5.591 | −51.954 | 17.630 | −2.192 | 18.888 | 2781 |
| LITECOIN:LTC | −0.234 | 5.144 | −14.723 | 29.062 | 0.586 | 4.290 | 4872.7 |
| BITCOIN GOLD:BTG | −0.268 | 6.570 | −54.495 | 71.658 | 1.938 | 46.286 | 1982.4 |
| MAKER: MKR | −0.101 | 6.552 | −81.821 | 31.419 | −4.233 | 60.814 | 37815.8 |
| RIPPLE: XRP | −0.106 | 4.995 | −18.813 | 32.182 | 1.123 | 7.492 | 10542.3 |
| Gold | 0.092 | 1.027 | −4.737 | 5.600 | 0.318 | 6.746 | 428.9 |
| FTSE | −0.018 | 1.456 | −11.512 | 8.667 | −1.470 | 14.893 | 18543 |
| CAC40 | 0.018 | 1.624 | −13.098 | 8.056 | −1.766 | 14.642 | 14287.1 |
| FTSEMIB | 0.026 | 1.805 | −18.541 | 8.549 | −3.341 | 33.005 | 13982.7 |
| DAX30 | 0.049 | 1.649 | −13.055 | 10.414 | −1.156 | 15.404 | 17251.6 |
| NIKKEI | 0.047 | 1.150 | −5.128 | 5.972 | −0.085 | 4.085 | 20465 |
| SP/TSX | 0.028 | 1.652 | −13.176 | 11.294 | −1.801 | 26.481 | 21587.1 |
| S&P500 | 0.049 | 1.773 | −12.765 | 8.968 | −0.996 | 13.576 | 31578.2 |
| Variables | Mean | Standard deviation | Min | Max | Skewness | Kurtosis | Jarque–Bera |
|---|---|---|---|---|---|---|---|
| BITCOIN:BTC | 0.226 | 4.833 | −49.728 | 20.078 | −2.508 | 29.161 | 19345 |
| Dash | −0.039 | 6.520 | −50.029 | 56.488 | 0.600 | 22.655 | 5028.9 |
| ETHEREUM:ETH | 0.169 | 5.823 | −57.987 | 21.063 | −2.414 | 25.229 | 2143.5 |
| MONERO:XMR | 0.090 | 5.591 | −51.954 | 17.630 | −2.192 | 18.888 | 2781 |
| LITECOIN:LTC | −0.234 | 5.144 | −14.723 | 29.062 | 0.586 | 4.290 | 4872.7 |
| BITCOIN GOLD:BTG | −0.268 | 6.570 | −54.495 | 71.658 | 1.938 | 46.286 | 1982.4 |
| MAKER: MKR | −0.101 | 6.552 | −81.821 | 31.419 | −4.233 | 60.814 | 37815.8 |
| RIPPLE: XRP | −0.106 | 4.995 | −18.813 | 32.182 | 1.123 | 7.492 | 10542.3 |
| Gold | 0.092 | 1.027 | −4.737 | 5.600 | 0.318 | 6.746 | 428.9 |
| FTSE | −0.018 | 1.456 | −11.512 | 8.667 | −1.470 | 14.893 | 18543 |
| CAC40 | 0.018 | 1.624 | −13.098 | 8.056 | −1.766 | 14.642 | 14287.1 |
| FTSEMIB | 0.026 | 1.805 | −18.541 | 8.549 | −3.341 | 33.005 | 13982.7 |
| DAX30 | 0.049 | 1.649 | −13.055 | 10.414 | −1.156 | 15.404 | 17251.6 |
| NIKKEI | 0.047 | 1.150 | −5.128 | 5.972 | −0.085 | 4.085 | 20465 |
| SP/TSX | 0.028 | 1.652 | −13.176 | 11.294 | −1.801 | 26.481 | 21587.1 |
| S&P500 | 0.049 | 1.773 | −12.765 | 8.968 | −0.996 | 13.576 | 31578.2 |
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