Table 1.
Stock | Gold | Bitcoin | |
---|---|---|---|
Mean | 0.024 | 0.032 | 0.224 |
Median | 0.000 | 0.015 | 0.000 |
Maximum | 10.577 | 6.865 | 33.558 |
Minimum | −16.063 | −10.162 | −26.891 |
Std. Dev. | 1.253 | 1.064 | 4.942 |
Skewness | −0.753 | −0.372 | 0.077 |
Kurtosis | 14.450 | 9.272 | 10.408 |
Jarque-Bera | 28,484.430 | 8669.268 | 3982.207 |
Probability | 0.000 | 0.000 | 0.000 |
Correlation | 1.000 | −0.028 | −0.006 |
Note. The total number of daily stock and gold returns are 5126 observations and for Bitcoin 1741.