Par.

BTC

ETH

XRP

LTC

XMR

XLM

DASH

USTD

Right Tail (positive)

Obs.

1858

1858

1858

1858

1858

1858

1858

1858

u

1.0760

1.0462

1.0560

1.0288

1.1421

1.0879

1.0558

1.0421

n.exceed

186

186

186

186

186

186

186

186

Shape ( $\xi$ )

0.1222

0.0444

0.0256

0.1918

0.0811

0.0102

0.0619

0.1346

(s.e)

(0.0849)

(0.0824)

(0.0733)

(0.0903)

(0.0791)

(0.0688)

(0.0761)

(0.0703)

Scale ( $\beta$ )

0.6974

0.6748

0.6733

0.6525

0.6089

0.6584

0.6181

1.4611

(s.e)

(0.0779)

(0.0744)

(0.0698)

(0.0753)

(0.0656)

(0.0662)

(0.0652)

(0.1477)

Left Tail (negative)

u

1.1107

1.1381

1.1143

1.1076

1.1447

1.1880

1.0980

0.9902

n.exceed

186

186

186

186

186

186

186

186

Shape ( $\xi$ )

0.0842

−0.0899

0.0918

0.0165

0.0659

0.0236

0.0464

0.1676

(s.e)

(0.0860)

(0.0823)

(0.0831)

(0.0774)

(0.0746)

(0.0842)

(0.0805)

(0.0518)

Scale ( $\beta$ )

0.6663

0.8812

0.7926

0.7645

0.6119

0.7125

0.7355

1.2986

(s.e)

(0.0752)

(0.0969)

(0.0877)

(0.0815)

(0.0639)

(0.0795)

(0.0800)

(0.1155)