Table-1.
Summary statistics.
| Summary | BTC | Gold | Stock | Bond | USD/RUB |
|---|---|---|---|---|---|
| Mean | 0.313 | 0.036 | −0.019 | 0.031 | 0.002 |
| Median | 0.087 | 0.022 | 0.037 | 0.051 | 0.001 |
| Max. | 33.679 | 4.278 | 5.358 | 5.412 | 1.479 |
| Min. | −34.376 | −3.712 | −7.018 | −7.720 | −1.070 |
| Std. Div. | 6.274 | 0.686 | 2.241 | 1.285 | 0.394 |
| Skewness | −0.607 | 0.091 | −0.651 | −0.365 | 0.301 |
| Kurtosis | 8.160 | 6.217 | 6.076 | 4.264 | 2.538 |
| Obs. | 1340 | 1340 | 1340 | 1340 | 1340 |
Note: The underlined assets are abbreviated as BTC for Bitcoin, GLD for gold, STC for stock, BND for bonds and XRT for exchange rate of USD/RUB are used in the table.