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Bitcoin Is Volatile! Isn’t that Right?
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Bitcoin Is Volatile! Isn’t that Right? (2014)Bitcoin Is Volatile! Isn’t that Right?Virtual currency, tangible return: Portfolio diversification with bitcoin (2015)Virtual currency, tangible re…BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)BitCoin meets Google Trends a…Forecasting cryptocurrency volatility (2021)Forecasting cryptocurrency vo…FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance (2021)FinRL: Deep Reinforcement Lea…FinRL (2021)FinRLOn the Market Efficiency and Liquidity of High-Frequency Cryptocurrencies in a Bull and Bear Market (2020)On the Market Efficiency and …Bibliometrics and Network Analysis of Cryptocurrency Research (2020)Bibliometrics and Network Ana…Using Genetic Algorithm and NARX Neural Network to Forecast Daily Bitcoin Price (2019)Using Genetic Algorithm and N…Multifractal behavior of price and volume changes in the cryptocurrency market (2019)Multifractal behavior of pric…Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models (2019)Comparing the Forecasting of …Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility (2018)Wavelet time-scale persistenc…Modelling Crypto-Currencies Financial Time-Series (2017)Modelling Crypto-Currencies F…Modelling Crypto-Currencies Financial Time-Series (2017)Modelling Crypto-Currencies F…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)On the inefficiency of Bitcoin (2016)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Generalized autoregressive conditional heteroskedasticity (1986)The cost of capital, corporation finance and the theory of investment (2008)A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets (2021)Comparative Performance of Machine Learning Ensemble Algorithms for Forecasting Cryptocurrency Prices (2021)Returns, volatility and the cryptocurrency bubble of 2017–18 (2021)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A long memory property of stock market returns and a new model (1993)Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs (2021)Investor attention and cryptocurrency: Evidence from wavelet-based quantile Granger causality analysis (2021)Does volatility in cryptocurrencies drive the interconnectedness between the cryptocurrencies market? Insights from wavelets (2022)Multifractal detrended fluctuation analysis of nonstationary time series (2002)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Signatures of the Crypto-Currency Market Decoupling from the Forex (2019)Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 (2020)An analysis of the return–volume relationship in decentralised finance (DeFi) (2023)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control. (1978)Platform Competition in Two-Sided Markets (2003)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Illiquidity and stock returns: cross-section and time-series effects (2002)The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets (2020)On the efficiency and its drivers in the cryptocurrency market: the case of Bitcoin and Ethereum (2024)Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns (2024)COMMON STOCKS AS A HEDGE AGAINST INFLATION (1976)Long-Term Global Market Correlations (2001)Buying Beauty: On Prices and Returns in the Art Market (2012)Predicting the Price of Bitcoin Using Machine Learning (2018)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)Portfolio Theory and Capital Markets. (1972)Learning to trade via direct reinforcement (2001)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Dynamic datasets and market environments for financial reinforcement learning (2024)Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic (2022)Realized higher-order moments spillovers across cryptocurrencies (2023)Cryptocurrency volatility: A review, synthesis, and research agenda (2024)StockFormer: Learning Hybrid Trading Machines with Predictive Coding (2023)
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References

  • 2013BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era859 cited
  • 2015Virtual currency, tangible return: Portfolio diversification with bitcoin704 cited

Cited by

  • 2021FinRL86 cited
  • 2019Multifractal behavior of price and volume changes in the cryptocurrency market77 cited
  • 2018Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility73 cited
  • 2021Forecasting cryptocurrency volatility69 cited
  • 2017Modelling Crypto-Currencies Financial Time-Series58 cited
  • 2020On the Market Efficiency and Liquidity of High-Frequency Cryptocurrencies in a Bull and Bear Market46 cited
  • 2021FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance46 cited
  • 2019Using Genetic Algorithm and NARX Neural Network to Forecast Daily Bitcoin Price36 cited
  • 2019Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models31 cited
  • 2020Bibliometrics and Network Analysis of Cryptocurrency Research30 cited
  • 2017Modelling Crypto-Currencies Financial Time-Series25 cited

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