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Because of increasing interest in cryptocurrency investments, there is a need to quantify their variation over time. Therefore, in this paper we try to answer a few important questions related to a time series of cryptocurrencies. According to our goals and due to market capitalization, here we discuss the daily market price data of four major cryptocurrencies: Bitcoin (BTC), Ethereum (ETH), Ripple (XRP) and Litecoin (LTC). In the first phase, we characterize the daily returns of exchange ratesdoi:10.22190/fueo1803271r fatcat:wcznve22vjbnpejtlic4kla4g4