@article{anextensivestudyofstylizedfacts, title = {The leverage effect and other stylized facts displayed by Bitcoin returns}, author = {F. N. M. de Sousa Filho and J. N. Silva and M. A. Bertella and E. Brigatti}, year = {2020}, eprint = {2004.05870}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2004.05870v2}, }