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Wójcik, Piotr, 2026, "Weekly snapshots of all cryptos (2015-2022)", https://doi.org/10.58132/XWZQZ3, Dane Badawcze UW, V1
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A database of weekly snapshots comprising all cryptocurrencies with available historical data, including those that subsequently lost market quotation coverage. For every Sunday between 2015-01-04 and 2022-12-25 and every cryptocurrency, we obtained a set of measures based on historical returns, trading volumes, and market capitalisation from the preceding 28 days (4 weeks) and 182 days (26 weeks, ca. half a year). The set of measures consists of statistics including mean, median, minimum, maximum, standard deviation, skewness, kurtosis, first quartile of the distribution (Q1) and third quartile (Q3).In addition, based only on returns and only on the previous 182 days, we calculated the Hurst exponent, 𝛼-stable tail index, expected shortfall (ES) and value-at-risk (VaR).
cryptocurrency, default, untradable
Będowska-Sójka Barbara, Wójcik Piotr, Traian Pele Daniel (2026), “Early warning systems for cryptocurrency markets: Predicting ’zombie’ assets using machine learning”, North American Journal of Economics and Finance, vol. 81, s.1-29, https://doi.org/10.1016/j.najef.2025.102543 https://doi.org/10.1016/j.najef.2025.102543 doi: 10.1016/j.najef.2025.102543
CC BY - Creative Commons Attribution 4.0
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